-71.6%
FLNC vs BAH
+5.0%
-76.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | -4.1% | +4.3% | -8.3% | -5.5% |
| 30D | -24.8% | -2.5% | -22.3% | -24.2% |
| 3M | -59.1% | -0.9% | -58.2% | -59.3% |
| 6M | -42.0% | +1.5% | -43.4% | -42.7% |
| YTD | -49.8% | -8.0% | -41.8% | -49.2% |
| 1Y | +43.1% | -24.7% | +67.8% | +55.9% |
| 3Y | -61.0% | -28.4% | -32.6% | -60.1% |
| All | -71.6% | +5.0% | -76.6% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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