-70.4%
FLNC vs CAPR
+144.2%
-214.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.4% |
| 7D | -4.9% | -2.0% | -2.9% | -4.8% |
| 30D | -27.3% | +139.2% | -166.5% | -28.8% |
| 3M | -61.9% | -66.4% | +4.5% | -61.5% |
| 6M | -34.5% | -63.1% | +28.6% | -34.1% |
| YTD | -47.7% | -67.4% | +19.8% | -47.2% |
| 1Y | +53.3% | +58.2% | -4.9% | +38.0% |
| 3Y | -62.4% | +42.2% | -104.6% | -71.8% |
| All | -70.4% | +144.2% | -214.6% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling