-35.5%
FLNC vs A
+27.6%
-63.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.4% | -6.9% | -8.1% |
| 7D | -4.2% | -4.4% | +0.2% | -3.6% |
| 30D | -20.0% | -2.7% | -17.3% | -19.5% |
| 3M | -56.9% | +7.0% | -63.9% | -57.0% |
| 6M | -35.5% | +24.6% | -60.2% | -37.0% |
| All | -35.5% | +27.6% | -63.1% | -37.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling