-71.6%
FLNC vs FFIV
+90.4%
-162.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.8% | -0.5% |
| 7D | -4.1% | +5.4% | -9.5% | -8.8% |
| 30D | -24.8% | -2.7% | -22.1% | -23.5% |
| 3M | -59.1% | +4.5% | -63.6% | -60.9% |
| 6M | -42.0% | +42.2% | -84.2% | -57.3% |
| YTD | -49.8% | +61.3% | -111.1% | -67.1% |
| 1Y | +43.1% | +23.0% | +20.0% | +19.1% |
| 3Y | -61.0% | +156.3% | -217.2% | -84.6% |
| All | -71.6% | +90.4% | -162.0% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling