-68.4%
FLNC vs BBWI
+2.4%
-70.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +4.1% | +6.1% | +9.6% |
| 7D | -2.1% | +8.8% | -10.9% | -3.4% |
| 30D | -20.8% | +34.8% | -55.6% | -24.4% |
| 3M | -61.3% | +12.9% | -74.3% | -62.0% |
| 6M | -50.9% | +29.6% | -80.4% | -53.7% |
| YTD | -69.4% | +20.8% | -90.1% | -70.2% |
| 1Y | -68.4% | +4.1% | -72.5% | -67.9% |
| All | -68.4% | +2.4% | -70.8% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling