+14.4%
FIX vs FLNC
-69.0%
+83.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +10.2% | -25.3% | -16.9% |
| 7D | -18.9% | -2.1% | -16.8% | -18.8% |
| 30D | -36.3% | -20.8% | -15.5% | -33.8% |
| 3M | -38.5% | -61.3% | +22.8% | -27.9% |
| 6M | -42.3% | -50.9% | +8.6% | -37.7% |
| YTD | +17.1% | -69.4% | +86.5% | +29.2% |
| 1Y | +14.4% | -68.4% | +82.8% | +23.3% |
| All | +14.4% | -69.0% | +83.3% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling