-72.3%
FLNC vs FTV
-0.6%
-71.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -1.8% |
| 7D | -5.0% | -5.2% | +0.2% | +0.6% |
| 30D | -26.1% | -11.5% | -14.6% | -15.9% |
| 3M | -55.2% | -9.0% | -46.1% | -51.2% |
| 6M | -42.6% | -2.0% | -40.6% | -42.9% |
| YTD | -51.0% | -0.9% | -50.1% | -53.9% |
| 1Y | +43.3% | +14.8% | +28.5% | +11.5% |
| 3Y | -63.4% | -5.5% | -57.9% | -64.3% |
| All | -72.3% | -0.6% | -71.8% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling