-71.6%
FLNC vs BG
+53.4%
-125.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.2% |
| 7D | -4.1% | +3.1% | -7.2% | -5.2% |
| 30D | -24.8% | +10.2% | -35.0% | -27.9% |
| 3M | -59.1% | -1.7% | -57.4% | -59.1% |
| 6M | -42.0% | +1.0% | -42.9% | -42.8% |
| YTD | -49.8% | +39.9% | -89.7% | -56.6% |
| 1Y | +43.1% | +53.2% | -10.1% | +19.6% |
| 3Y | -61.0% | +16.3% | -77.2% | -65.3% |
| All | -71.6% | +53.4% | -125.0% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling