-53.4%
FLNC vs FGI
-66.2%
+12.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +9.4% | -13.7% | -4.5% |
| 7D | -5.0% | +22.8% | -27.8% | -5.5% |
| 30D | -26.1% | +85.9% | -112.0% | -28.2% |
| 3M | -55.2% | +32.4% | -87.6% | -56.1% |
| 6M | -42.6% | +106.3% | -148.9% | -47.1% |
| YTD | -51.0% | +48.4% | -99.4% | -54.0% |
| 1Y | +43.3% | +116.4% | -73.0% | +27.8% |
| 3Y | -63.4% | +9.2% | -72.6% | -66.7% |
| All | -53.4% | -66.2% | +12.8% | -52.1% |
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