-35.5%
FLNC vs BBWI
-11.4%
-24.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -6.3% | -2.0% | -8.6% |
| 7D | -4.2% | -4.4% | +0.3% | -4.4% |
| 30D | -20.0% | -7.4% | -12.6% | -20.1% |
| 3M | -56.9% | -2.2% | -54.6% | -56.0% |
| 6M | -35.5% | -16.3% | -19.2% | -37.3% |
| All | -35.5% | -11.4% | -24.2% | -37.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling