-68.5%
FLNC vs FFIV
+80.2%
-148.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.2% | +6.9% | +6.9% |
| 7D | +6.0% | -1.5% | +7.5% | +7.4% |
| 30D | -16.3% | -2.7% | -13.7% | -14.7% |
| 3M | -54.1% | -1.7% | -52.5% | -53.5% |
| 6M | -25.3% | +36.1% | -61.4% | -42.7% |
| YTD | -44.2% | +52.6% | -96.8% | -61.4% |
| 1Y | +53.1% | +21.5% | +31.6% | +29.2% |
| 3Y | -58.3% | +142.7% | -201.0% | -82.7% |
| All | -68.5% | +80.2% | -148.6% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling