-71.1%
FLNC vs A
-4.0%
-67.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.4% | -6.9% | -7.1% |
| 7D | -4.2% | -4.4% | +0.2% | -0.4% |
| 30D | -20.0% | -2.7% | -17.3% | -18.1% |
| 3M | -56.9% | +7.0% | -63.9% | -59.9% |
| 6M | -35.5% | +24.6% | -60.2% | -49.8% |
| YTD | -48.8% | +7.0% | -55.9% | -53.6% |
| 1Y | +49.3% | +15.6% | +33.7% | +25.9% |
| 3Y | -61.8% | +29.9% | -91.7% | -72.1% |
| All | -71.1% | -4.0% | -67.1% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling