+1,092.2%
FIX vs FLNC
-85.3%
+1,177.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.5% | +1.6% | +4.5% |
| 7D | +6.4% | -16.2% | +22.6% | +9.5% |
| 30D | -29.1% | -28.1% | -0.9% | -25.6% |
| 3M | -31.1% | -61.3% | +30.1% | -20.9% |
| 6M | -42.8% | -79.9% | +37.1% | -29.1% |
| YTD | +24.6% | -74.3% | +99.0% | +43.3% |
| 1Y | +21.9% | -75.5% | +97.4% | +40.4% |
| 3Y | +524.9% | -70.4% | +595.3% | +522.0% |
| 5Y | +1,092.2% | -86.4% | +1,178.6% | +1,166.7% |
| All | +1,092.2% | -85.3% | +1,177.5% | +1,166.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling