-71.1%
FLNC vs BBWI
-70.8%
-0.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -6.3% | -2.0% | -5.6% |
| 7D | -4.2% | -4.4% | +0.3% | -2.3% |
| 30D | -20.0% | -7.4% | -12.6% | -18.3% |
| 3M | -56.9% | -2.2% | -54.6% | -57.4% |
| 6M | -35.5% | -16.3% | -19.2% | -33.8% |
| YTD | -48.8% | -9.1% | -39.7% | -49.7% |
| 1Y | +49.3% | -34.5% | +83.8% | +69.4% |
| 3Y | -61.8% | -47.0% | -14.8% | -54.0% |
| All | -71.1% | -70.8% | -0.3% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling