-61.9%
FLNC vs EXEL
+160.7%
-222.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -4.0% |
| 7D | -5.0% | -2.9% | -2.1% | -4.5% |
| 30D | -26.1% | +11.9% | -38.0% | -27.8% |
| 3M | -55.2% | +9.2% | -64.4% | -56.0% |
| 6M | -42.6% | +39.1% | -81.7% | -46.5% |
| YTD | -51.0% | +31.0% | -82.0% | -54.0% |
| 1Y | +43.3% | +52.3% | -9.0% | +30.4% |
| All | -61.9% | +160.7% | -222.6% | -72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling