-35.5%
FLNC vs FTV
-0.8%
-34.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.2% | -7.1% | -7.8% |
| 7D | -4.2% | -1.3% | -2.9% | -3.7% |
| 30D | -20.0% | -9.5% | -10.5% | -16.7% |
| 3M | -56.9% | -10.9% | -46.0% | -54.0% |
| 6M | -35.5% | -0.6% | -34.9% | -35.5% |
| All | -35.5% | -0.8% | -34.8% | -35.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling