+1,750.0%
FIX vs FLNC
-69.8%
+1,819.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.3% | +6.3% | -0.7% |
| 7D | +3.5% | -4.2% | +7.7% | +4.1% |
| 30D | -3.5% | -20.0% | +16.5% | -0.3% |
| 3M | -11.8% | -56.9% | +45.1% | -0.5% |
| 6M | +17.8% | -35.5% | +53.3% | +20.7% |
| YTD | +73.3% | -48.8% | +122.1% | +80.1% |
| 1Y | +128.1% | +49.3% | +78.8% | +99.6% |
| 3Y | +772.7% | -61.8% | +834.4% | +726.8% |
| All | +1,750.0% | -69.8% | +1,819.8% | +1,649.6% |
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