-85.5%
FLNC vs ACWI
+63.8%
-149.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +0.4% |
| 7D | -16.2% | -0.7% | -15.5% | -13.8% |
| 30D | -28.1% | -2.0% | -26.2% | -22.6% |
| 3M | -61.3% | -2.2% | -59.1% | -58.2% |
| 6M | -79.9% | +1.9% | -81.7% | -79.4% |
| YTD | -74.3% | +12.0% | -86.3% | -78.9% |
| 1Y | -75.5% | +12.5% | -88.0% | -79.7% |
| 3Y | -70.4% | +75.4% | -145.8% | -91.3% |
| 5Y | -86.4% | +61.5% | -147.9% | -94.0% |
| All | -85.5% | +63.8% | -149.2% | -93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling