-72.3%
FLNC vs M
-4.1%
-68.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.7% | +0.4% | -2.1% |
| 7D | -5.0% | -8.8% | +3.8% | -0.8% |
| 30D | -26.1% | -16.4% | -9.7% | -19.7% |
| 3M | -55.2% | -10.8% | -44.4% | -52.8% |
| 6M | -42.6% | +16.1% | -58.7% | -46.7% |
| YTD | -51.0% | -5.3% | -45.8% | -50.2% |
| 1Y | +43.3% | +24.9% | +18.5% | +29.0% |
| 3Y | -63.4% | +97.5% | -161.0% | -75.6% |
| All | -72.3% | -4.1% | -68.2% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling