-29.7%
FLNC vs FDS
+30.1%
-59.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -4.3% | +11.0% | +6.6% |
| 7D | +6.0% | -5.4% | +11.3% | +5.9% |
| 30D | -16.3% | +1.6% | -17.9% | -16.5% |
| 3M | -54.1% | +17.7% | -71.9% | -55.0% |
| All | -29.7% | +30.1% | -59.8% | -31.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling