-71.6%
FLNC vs COO
-47.8%
-23.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | -4.1% | -22.5% | +18.5% | +8.5% |
| 30D | -24.8% | -29.7% | +5.0% | -10.7% |
| 3M | -59.1% | -20.1% | -39.0% | -55.1% |
| 6M | -42.0% | -26.9% | -15.1% | -33.6% |
| YTD | -49.8% | -34.2% | -15.6% | -38.6% |
| 1Y | +43.1% | -21.3% | +64.3% | +53.9% |
| 3Y | -61.0% | -38.7% | -22.3% | -53.6% |
| All | -71.6% | -47.8% | -23.8% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling