+53.3%
FLNC vs CBOE
+29.2%
+24.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.4% |
| 7D | -4.9% | -3.6% | -1.3% | -7.8% |
| 30D | -27.3% | +5.1% | -32.3% | -23.3% |
| 3M | -61.9% | +4.6% | -66.5% | -59.6% |
| 6M | -34.5% | -0.3% | -34.2% | -33.8% |
| YTD | -47.7% | +19.8% | -67.4% | -33.5% |
| 1Y | +53.3% | +28.4% | +25.0% | +133.4% |
| All | +53.3% | +29.2% | +24.2% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling