-61.0%
FLNC vs FLR
+54.2%
-115.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +1.8% |
| 7D | -4.1% | -3.5% | -0.6% | -2.0% |
| 30D | -24.8% | +4.2% | -28.9% | -26.5% |
| 3M | -59.1% | +8.1% | -67.2% | -60.8% |
| 6M | -42.0% | +21.5% | -63.5% | -50.2% |
| YTD | -49.8% | +36.8% | -86.6% | -60.4% |
| 1Y | +43.1% | +31.2% | +11.9% | +21.4% |
| 3Y | -61.0% | +53.9% | -114.8% | -76.1% |
| All | -61.0% | +54.2% | -115.1% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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