+43.1%
FLNC vs FDS
-27.2%
+70.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.4% |
| 7D | -4.1% | -14.0% | +9.9% | -4.7% |
| 30D | -24.8% | -6.2% | -18.5% | -25.0% |
| 3M | -59.1% | +10.2% | -69.3% | -59.5% |
| 6M | -42.0% | +27.4% | -69.4% | -41.2% |
| YTD | -49.8% | -9.3% | -40.5% | -56.2% |
| 1Y | +43.1% | -28.6% | +71.7% | +22.2% |
| All | +43.1% | -27.2% | +70.3% | +22.2% |
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