-72.3%
FLNC vs CAPR
+115.6%
-187.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.9% | -0.3% | -4.2% |
| 7D | -5.0% | -10.6% | +5.6% | -4.8% |
| 30D | -26.1% | +111.2% | -137.3% | -27.4% |
| 3M | -55.2% | -67.2% | +12.1% | -54.7% |
| 6M | -42.6% | -75.1% | +32.6% | -41.7% |
| YTD | -51.0% | -71.2% | +20.2% | -50.5% |
| 1Y | +43.3% | +31.1% | +12.2% | +30.2% |
| 3Y | -63.4% | +31.3% | -94.7% | -72.7% |
| All | -72.3% | +115.6% | -187.9% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling