+790.7%
FIX vs FLNC
-59.3%
+849.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.7% | -4.3% | +1.3% |
| 7D | +6.1% | +6.0% | +0.1% | +5.0% |
| 30D | -2.7% | -16.3% | +13.7% | +0.1% |
| 3M | -10.9% | -54.1% | +43.2% | +0.1% |
| 6M | +29.0% | -25.3% | +54.3% | +29.4% |
| YTD | +76.9% | -44.2% | +121.1% | +81.7% |
| 1Y | +130.7% | +53.1% | +77.6% | +99.4% |
| 3Y | +790.7% | -58.3% | +849.0% | +744.3% |
| All | +790.7% | -59.3% | +849.9% | +744.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling