+135.8%
FICO vs FLNC
-69.1%
+204.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.5% | -18.2% | -16.8% |
| 7D | -19.2% | -4.9% | -14.3% | -18.9% |
| 30D | -14.6% | -27.3% | +12.7% | -12.6% |
| 3M | -20.1% | -61.9% | +41.8% | -14.6% |
| 6M | -36.3% | -34.5% | -1.8% | -36.6% |
| YTD | -44.9% | -47.7% | +2.8% | -44.8% |
| 1Y | -38.6% | +53.3% | -92.0% | -47.1% |
| 3Y | +4.0% | -62.4% | +66.4% | -3.1% |
| All | +135.8% | -69.1% | +204.9% | +102.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling