-77.5%
FLNC vs FGI
-74.8%
-2.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -25.2% | +24.0% | -0.6% |
| 7D | -11.2% | -14.4% | +3.2% | -11.0% |
| 30D | -24.6% | -11.8% | -12.9% | -24.5% |
| 3M | -64.6% | -46.2% | -18.4% | -64.2% |
| 6M | -78.8% | +5.2% | -84.0% | -79.3% |
| YTD | -76.3% | +10.5% | -86.9% | -77.7% |
| 1Y | -71.2% | +25.5% | -96.7% | -73.0% |
| 3Y | -71.9% | -16.0% | -55.9% | -74.4% |
| All | -77.5% | -74.8% | -2.7% | -76.7% |
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