-47.7%
FISV vs FLNC
-70.4%
+22.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.5% | +2.9% | +5.3% |
| 7D | -2.7% | -4.1% | +1.4% | -2.6% |
| 30D | 0.0% | -24.8% | +24.8% | +0.8% |
| 3M | -2.8% | -59.1% | +56.3% | -0.4% |
| 6M | -11.8% | -42.0% | +30.1% | -11.4% |
| YTD | -23.2% | -49.8% | +26.6% | -23.0% |
| 1Y | -62.0% | +43.1% | -105.1% | -64.9% |
| 3Y | -57.6% | -61.0% | +3.3% | -59.4% |
| All | -47.7% | -70.4% | +22.7% | -52.5% |
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