+43.1%
FLNC vs M
+34.0%
+9.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.7% | -5.2% | -2.3% |
| 7D | -4.1% | -4.2% | +0.2% | -1.6% |
| 30D | -24.8% | -7.2% | -17.6% | -21.3% |
| 3M | -59.1% | -11.1% | -48.0% | -56.2% |
| 6M | -42.0% | +28.8% | -70.8% | -51.0% |
| YTD | -49.8% | +2.0% | -51.8% | -50.2% |
| 1Y | +43.1% | +31.3% | +11.8% | +9.9% |
| All | +43.1% | +34.0% | +9.1% | +9.9% |
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