+53.3%
FLNC vs M
+46.1%
+7.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | -0.1% |
| 7D | -4.9% | +4.7% | -9.6% | -7.6% |
| 30D | -27.3% | -9.6% | -17.6% | -22.5% |
| 3M | -61.9% | +0.9% | -62.7% | -62.1% |
| 6M | -34.5% | +22.3% | -56.8% | -42.3% |
| YTD | -47.7% | +6.5% | -54.2% | -49.5% |
| 1Y | +53.3% | +38.8% | +14.6% | +17.9% |
| All | +53.3% | +46.1% | +7.2% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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