-72.3%
FLNC vs BAH
+4.7%
-77.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.8% | -9.1% | -5.9% |
| 7D | -5.0% | +2.4% | -7.4% | -5.9% |
| 30D | -26.1% | -2.9% | -23.1% | -25.4% |
| 3M | -55.2% | -1.3% | -53.8% | -55.3% |
| 6M | -42.6% | -0.9% | -41.7% | -42.8% |
| YTD | -51.0% | -8.2% | -42.8% | -50.4% |
| 1Y | +43.3% | -24.0% | +67.3% | +55.4% |
| 3Y | -63.4% | -28.1% | -35.3% | -62.7% |
| All | -72.3% | +4.7% | -77.0% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling