-61.5%
FIS vs FLNC
-69.8%
+8.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -8.3% | +4.9% | -2.9% |
| 7D | -9.1% | -4.2% | -4.9% | -8.9% |
| 30D | -10.4% | -20.0% | +9.6% | -9.3% |
| 3M | -3.7% | -56.9% | +53.2% | +1.0% |
| 6M | -24.8% | -35.5% | +10.8% | -25.2% |
| YTD | -41.6% | -48.8% | +7.3% | -41.6% |
| 1Y | -42.7% | +49.3% | -92.0% | -50.1% |
| 3Y | -26.2% | -61.8% | +35.6% | -31.5% |
| All | -61.5% | -69.8% | +8.2% | -66.8% |
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 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