+53.3%
FLNC vs BG
+50.1%
+3.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +2.1% |
| 7D | -4.9% | +2.8% | -7.7% | -6.5% |
| 30D | -27.3% | +12.0% | -39.3% | -32.8% |
| 3M | -61.9% | -7.7% | -54.2% | -59.3% |
| 6M | -34.5% | +4.5% | -39.0% | -38.6% |
| YTD | -47.7% | +35.7% | -83.4% | -61.4% |
| 1Y | +53.3% | +50.1% | +3.3% | +4.4% |
| All | +53.3% | +50.1% | +3.2% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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