-71.6%
FLNC vs EXEL
+162.1%
-233.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +3.1% |
| 7D | -4.1% | -4.9% | +0.8% | -2.9% |
| 30D | -24.8% | +11.4% | -36.2% | -27.1% |
| 3M | -59.1% | +4.9% | -64.0% | -59.8% |
| 6M | -42.0% | +34.4% | -76.4% | -47.0% |
| YTD | -49.8% | +28.0% | -77.8% | -53.7% |
| 1Y | +43.1% | +43.6% | -0.6% | +27.1% |
| 3Y | -61.0% | +155.2% | -216.2% | -73.5% |
| All | -71.6% | +162.1% | -233.7% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling