-61.0%
FIS vs FLNC
-70.4%
+9.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | 0.0% |
| 7D | -7.9% | -4.1% | -3.8% | -7.7% |
| 30D | -8.0% | -24.8% | +16.8% | -6.4% |
| 3M | +0.6% | -59.1% | +59.7% | +5.9% |
| 6M | -22.2% | -42.0% | +19.8% | -22.0% |
| YTD | -40.8% | -49.8% | +9.0% | -40.8% |
| 1Y | -41.5% | +43.1% | -84.6% | -48.9% |
| 3Y | -25.5% | -61.0% | +35.5% | -31.0% |
| All | -61.0% | -70.4% | +9.3% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling