-87.6%
FLNC vs M
-3.3%
-84.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.9% |
| 7D | -11.2% | +7.0% | -18.2% | -14.1% |
| 30D | -24.6% | +8.9% | -33.5% | -27.5% |
| 3M | -64.6% | +4.5% | -69.1% | -65.4% |
| 6M | -78.8% | +36.2% | -115.0% | -81.7% |
| YTD | -76.3% | +15.1% | -91.5% | -78.1% |
| 1Y | -71.2% | +27.4% | -98.6% | -74.6% |
| 3Y | -71.9% | +160.1% | -232.0% | -83.5% |
| All | -87.6% | -3.3% | -84.3% | -90.2% |
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