-71.1%
FLNC vs FDS
-32.0%
-39.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.4% | -4.9% | -6.9% |
| 7D | -4.2% | -8.8% | +4.6% | -0.7% |
| 30D | -20.0% | -1.4% | -18.6% | -20.0% |
| 3M | -56.9% | +13.9% | -70.7% | -61.1% |
| 6M | -35.5% | +27.4% | -62.9% | -45.6% |
| YTD | -48.8% | -2.5% | -46.4% | -50.0% |
| 1Y | +49.3% | -23.8% | +73.0% | +70.5% |
| 3Y | -61.8% | -32.5% | -29.3% | -54.8% |
| All | -71.1% | -32.0% | -39.1% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling