-72.3%
FLNC vs ACWI
+65.2%
-137.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -2.1% |
| 7D | -5.0% | -1.9% | -3.1% | 0.0% |
| 30D | -26.1% | -1.3% | -24.8% | -23.3% |
| 3M | -55.2% | +5.0% | -60.2% | -59.0% |
| 6M | -42.6% | +11.7% | -54.3% | -54.2% |
| YTD | -51.0% | +13.0% | -64.0% | -61.2% |
| 1Y | +43.3% | +19.2% | +24.1% | +4.2% |
| 3Y | -63.4% | +75.0% | -138.4% | -89.3% |
| All | -72.3% | +65.2% | -137.5% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling