-54.1%
FLNC vs A
+7.9%
-62.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.7% | +9.3% | +7.3% |
| 7D | +6.0% | -2.1% | +8.0% | +6.4% |
| 30D | -16.3% | +0.6% | -16.9% | -15.7% |
| 3M | -54.1% | +10.9% | -65.0% | -55.8% |
| All | -54.1% | +7.9% | -62.0% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 3mo: compounded portfolio wealth divided by compounded A 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…
3mo analysis · Full analysis span regression · Available span rolling