-71.6%
FLNC vs ITOT
+71.4%
-143.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.6% | +0.5% |
| 7D | -4.1% | -0.9% | -3.2% | -1.9% |
| 30D | -24.8% | -1.5% | -23.3% | -21.9% |
| 3M | -59.1% | +3.6% | -62.7% | -61.5% |
| 6M | -42.0% | +13.7% | -55.7% | -54.8% |
| YTD | -49.8% | +12.9% | -62.7% | -59.4% |
| 1Y | +43.1% | +17.2% | +25.9% | +11.3% |
| 3Y | -61.0% | +75.6% | -136.6% | -87.6% |
| All | -71.6% | +71.4% | -143.0% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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