-71.1%
FLNC vs EXEL
+172.4%
-243.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.1% | -9.5% | -8.6% |
| 7D | -4.2% | -0.3% | -3.8% | -4.2% |
| 30D | -20.0% | +10.1% | -30.1% | -22.2% |
| 3M | -56.9% | +10.1% | -66.9% | -58.1% |
| 6M | -35.5% | +37.7% | -73.2% | -41.5% |
| YTD | -48.8% | +33.1% | -81.9% | -53.3% |
| 1Y | +49.3% | +52.4% | -3.1% | +30.5% |
| 3Y | -61.8% | +163.8% | -225.6% | -74.3% |
| All | -71.1% | +172.4% | -243.5% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling