+91.7%
FLNC vs ADVB
-89.4%
+181.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -5.3% | -3.0% | -8.7% |
| 7D | -4.2% | -13.0% | +8.8% | -5.1% |
| 30D | -20.0% | +7.5% | -27.5% | -19.4% |
| 3M | -56.9% | +129.1% | -186.0% | -51.1% |
| 6M | -35.5% | +71.7% | -107.3% | -27.1% |
| YTD | -48.8% | +45.5% | -94.4% | -42.8% |
| 1Y | +49.3% | -2.7% | +52.0% | +62.5% |
| All | +91.7% | -89.4% | +181.0% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 5y: compounded portfolio wealth divided by compounded ADVB 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…
5y analysis · Full analysis span regression · 6 months rolling