-72.3%
FLNC vs FLR
+194.9%
-267.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -2.9% |
| 7D | -5.0% | -6.9% | +1.9% | -1.0% |
| 30D | -26.1% | +1.1% | -27.2% | -26.6% |
| 3M | -55.2% | +14.3% | -69.5% | -58.3% |
| 6M | -42.6% | +19.1% | -61.7% | -50.1% |
| YTD | -51.0% | +35.1% | -86.1% | -60.9% |
| 1Y | +43.3% | +29.5% | +13.9% | +22.4% |
| 3Y | -63.4% | +53.0% | -116.4% | -74.9% |
| All | -72.3% | +194.9% | -267.2% | -85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling