+1,744.5%
FIX vs FLNC
-69.1%
+1,813.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.7% |
| 7D | +6.0% | -4.9% | +10.9% | +6.8% |
| 30D | -7.2% | -27.3% | +20.0% | -2.8% |
| 3M | -15.9% | -61.9% | +46.0% | -3.6% |
| 6M | +12.7% | -34.5% | +47.2% | +15.3% |
| YTD | +72.8% | -47.7% | +120.5% | +79.1% |
| 1Y | +122.9% | +53.3% | +69.6% | +94.0% |
| 3Y | +774.3% | -62.4% | +836.7% | +730.1% |
| All | +1,744.5% | -69.1% | +1,813.7% | +1,639.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling