-26.3%
FIS vs FLNC
-62.9%
+36.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.1% |
| 7D | -9.0% | -4.1% | -4.9% | -8.8% |
| 30D | -9.0% | -24.8% | +15.8% | -8.0% |
| 3M | -0.5% | -59.1% | +58.6% | +3.0% |
| 6M | -23.1% | -42.0% | +18.9% | -23.1% |
| YTD | -41.5% | -49.8% | +8.3% | -41.7% |
| 1Y | -42.2% | +43.1% | -85.3% | -49.2% |
| 3Y | -26.3% | -61.0% | +34.6% | -32.3% |
| All | -26.3% | -62.9% | +36.5% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling