-71.1%
FLNC vs FND
-64.5%
-6.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.7% | -7.6% | -7.8% |
| 7D | -4.2% | -0.8% | -3.4% | -4.1% |
| 30D | -20.0% | -19.6% | -0.4% | -7.2% |
| 3M | -56.9% | -4.3% | -52.5% | -57.0% |
| 6M | -35.5% | -20.4% | -15.1% | -27.9% |
| YTD | -48.8% | -21.9% | -27.0% | -41.5% |
| 1Y | +49.3% | -45.2% | +94.5% | +118.6% |
| 3Y | -61.8% | -49.2% | -12.6% | -42.8% |
| All | -71.1% | -64.5% | -6.6% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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