-46.9%
FLNC vs FGI
-69.8%
+22.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.9% | +4.8% | +6.6% |
| 7D | +6.0% | +5.2% | +0.8% | +5.8% |
| 30D | -16.3% | +65.2% | -81.5% | -18.4% |
| 3M | -54.1% | +30.2% | -84.3% | -55.1% |
| 6M | -25.3% | +87.8% | -113.1% | -31.2% |
| YTD | -44.2% | +32.5% | -76.6% | -47.4% |
| 1Y | +53.1% | +93.6% | -40.5% | +36.9% |
| 3Y | -58.3% | -2.6% | -55.7% | -61.9% |
| All | -46.9% | -69.8% | +22.9% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling