-68.4%
FLNC vs EXEL
+92.4%
-160.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +0.6% | +9.6% | +10.1% |
| 7D | -2.1% | +9.8% | -11.9% | -3.5% |
| 30D | -20.8% | +23.6% | -44.4% | -23.4% |
| 3M | -61.3% | +29.9% | -91.2% | -63.0% |
| 6M | -50.9% | +64.7% | -115.6% | -56.9% |
| YTD | -69.4% | +66.0% | -135.3% | -73.8% |
| 1Y | -68.4% | +92.0% | -160.4% | -77.1% |
| All | -68.4% | +92.4% | -160.8% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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