-68.4%
FLNC vs FTV
+37.8%
-106.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +2.3% | +7.9% | +9.7% |
| 7D | -2.1% | +6.6% | -8.7% | -3.4% |
| 30D | -20.8% | +19.1% | -39.9% | -23.6% |
| 3M | -61.3% | +13.1% | -74.4% | -62.4% |
| 6M | -50.9% | +14.0% | -64.9% | -52.0% |
| YTD | -69.4% | +24.2% | -93.6% | -68.6% |
| 1Y | -68.4% | +36.4% | -104.8% | -65.8% |
| All | -68.4% | +37.8% | -106.2% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling