-68.5%
FLNC vs BAH
-0.2%
-68.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.9% | +7.6% | +7.0% |
| 7D | +6.0% | -4.3% | +10.3% | +7.5% |
| 30D | -16.3% | -4.5% | -11.9% | -15.1% |
| 3M | -54.1% | -7.6% | -46.5% | -53.1% |
| 6M | -25.3% | -10.6% | -14.7% | -22.8% |
| YTD | -44.2% | -12.6% | -31.6% | -42.4% |
| 1Y | +53.1% | -27.0% | +80.1% | +68.3% |
| 3Y | -58.3% | -31.5% | -26.8% | -56.8% |
| All | -68.5% | -0.2% | -68.2% | -77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling