+82.2%
FICO vs FLNC
-86.0%
+168.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | +2.2% | -11.2% | +13.4% | +3.0% |
| 30D | +0.1% | -24.6% | +24.7% | +1.7% |
| 3M | -35.2% | -64.6% | +29.4% | -30.7% |
| 6M | -32.4% | -78.8% | +46.5% | -26.0% |
| YTD | -57.4% | -76.3% | +18.9% | -55.2% |
| 1Y | -58.5% | -71.2% | +12.7% | -57.5% |
| 3Y | -28.9% | -71.9% | +43.0% | -35.3% |
| 5Y | +91.7% | -87.5% | +179.2% | +76.7% |
| All | +82.2% | -86.0% | +168.2% | +64.2% |
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