-61.0%
FLNC vs BWA
+70.7%
-131.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.5% |
| 7D | -4.1% | -1.3% | -2.7% | -3.3% |
| 30D | -24.8% | -2.9% | -21.8% | -23.4% |
| 3M | -59.1% | -10.7% | -48.4% | -55.9% |
| 6M | -42.0% | +26.5% | -68.4% | -49.4% |
| YTD | -49.8% | +49.1% | -98.9% | -63.8% |
| 1Y | +43.1% | +52.1% | -9.0% | +1.6% |
| 3Y | -61.0% | +72.6% | -133.5% | -76.4% |
| All | -61.0% | +70.7% | -131.7% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 3y: compounded portfolio wealth divided by compounded BWA 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…
3y analysis · Full analysis span regression · 6 months rolling