-77.2%
FLNC vs FGI
-66.3%
-10.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +6.2% | -13.0% | -6.9% |
| 7D | -7.1% | +13.5% | -20.6% | -7.3% |
| 30D | -30.2% | +17.1% | -47.3% | -30.4% |
| 3M | -64.1% | +78.0% | -142.1% | -65.1% |
| 6M | -77.7% | +46.4% | -124.2% | -78.4% |
| YTD | -76.1% | +47.7% | -123.8% | -77.6% |
| 1Y | -75.4% | +56.8% | -132.1% | -77.0% |
| 3Y | -72.4% | +12.3% | -84.7% | -74.9% |
| All | -77.2% | -66.3% | -10.9% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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