+1,175.4%
FIX vs FLNC
-86.0%
+1,261.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | +9.4% | -11.2% | +20.6% | +11.5% |
| 30D | -27.8% | -24.6% | -3.1% | -24.7% |
| 3M | -35.6% | -64.6% | +29.0% | -24.9% |
| 6M | -45.2% | -78.8% | +33.6% | -32.4% |
| YTD | +19.5% | -76.3% | +95.8% | +39.2% |
| 1Y | +24.2% | -71.2% | +95.4% | +40.0% |
| 3Y | +494.2% | -71.9% | +566.1% | +497.0% |
| 5Y | +1,036.1% | -87.5% | +1,123.7% | +1,117.5% |
| All | +1,175.4% | -86.0% | +1,261.4% | +1,251.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling