-61.0%
FLNC vs CAPR
+32.6%
-93.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.6% | +2.5% |
| 7D | -4.1% | -11.0% | +6.9% | -3.9% |
| 30D | -24.8% | +99.8% | -124.5% | -25.4% |
| 3M | -59.1% | -66.6% | +7.5% | -58.8% |
| 6M | -42.0% | -75.1% | +33.1% | -41.4% |
| YTD | -49.8% | -71.0% | +21.2% | -49.5% |
| 1Y | +43.1% | +30.0% | +13.1% | +35.5% |
| 3Y | -61.0% | +29.0% | -89.9% | -69.7% |
| All | -61.0% | +32.6% | -93.6% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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