-72.3%
FLNC vs FFIV
+84.3%
-156.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -2.9% |
| 7D | -5.0% | +1.6% | -6.6% | -6.7% |
| 30D | -26.1% | -3.7% | -22.3% | -24.1% |
| 3M | -55.2% | +2.0% | -57.2% | -56.2% |
| 6M | -42.6% | +39.3% | -81.9% | -57.0% |
| YTD | -51.0% | +56.1% | -107.1% | -67.0% |
| 1Y | +43.3% | +22.0% | +21.4% | +20.2% |
| 3Y | -63.4% | +148.2% | -211.6% | -85.1% |
| All | -72.3% | +84.3% | -156.6% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling