+16.3%
FIX vs FLNC
-77.2%
+93.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.8% | +4.0% | -1.5% |
| 7D | +17.0% | -7.1% | +24.1% | +18.7% |
| 30D | -30.6% | -30.2% | -0.4% | -26.0% |
| 3M | -35.0% | -64.1% | +29.1% | -22.4% |
| 6M | -44.0% | -77.7% | +33.8% | -28.8% |
| YTD | +21.1% | -76.1% | +97.2% | +39.5% |
| 1Y | +16.3% | -75.4% | +91.6% | +31.7% |
| All | +16.3% | -77.2% | +93.5% | +31.7% |
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