-60.2%
FLNC vs M
+106.8%
-167.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.2% | -4.1% | -6.3% |
| 7D | -4.2% | -4.1% | -0.1% | -2.3% |
| 30D | -20.0% | -13.6% | -6.4% | -14.3% |
| 3M | -56.9% | -2.3% | -54.6% | -56.5% |
| 6M | -35.5% | +21.9% | -57.4% | -41.5% |
| YTD | -48.8% | -0.6% | -48.2% | -49.1% |
| 1Y | +49.3% | +29.7% | +19.5% | +32.0% |
| All | -60.2% | +106.8% | -167.0% | -78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling