-33.9%
FICO vs FLNC
-79.1%
+45.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.8% | +5.2% | -2.1% |
| 7D | +1.4% | -7.1% | +8.5% | +0.9% |
| 30D | -0.8% | -30.2% | +29.4% | -3.0% |
| 3M | -31.3% | -64.1% | +32.8% | -35.0% |
| 6M | -33.9% | -77.7% | +43.8% | -36.8% |
| All | -33.9% | -79.1% | +45.1% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded FLNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling