-60.2%
FLNC vs FGI
-1.2%
-59.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +2.4% | -10.7% | -8.3% |
| 7D | -4.2% | +14.7% | -18.9% | -4.2% |
| 30D | -20.0% | +67.0% | -87.0% | -20.4% |
| 3M | -56.9% | +31.0% | -87.9% | -57.1% |
| 6M | -35.5% | +126.8% | -162.4% | -38.4% |
| YTD | -48.8% | +35.6% | -84.5% | -50.1% |
| 1Y | +49.3% | +108.9% | -59.7% | +43.7% |
| All | -60.2% | -1.2% | -59.0% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling