+53.3%
FLNC vs FDS
-17.4%
+70.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +1.3% |
| 7D | -4.9% | -1.9% | -3.0% | -4.9% |
| 30D | -27.3% | +9.0% | -36.3% | -27.0% |
| 3M | -61.9% | +18.9% | -80.7% | -61.6% |
| 6M | -34.5% | +35.1% | -69.6% | -33.9% |
| YTD | -47.7% | +5.5% | -53.2% | -53.8% |
| 1Y | +53.3% | -16.8% | +70.1% | +36.3% |
| All | +53.3% | -17.4% | +70.7% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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