+53.3%
FLNC vs MKTX
-8.5%
+61.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | -4.9% | +0.4% | -5.3% | -4.9% |
| 30D | -27.3% | +1.1% | -28.3% | -27.3% |
| 3M | -61.9% | +36.1% | -98.0% | -61.5% |
| 6M | -34.5% | -12.9% | -21.6% | -44.6% |
| YTD | -47.7% | -8.5% | -39.2% | -53.7% |
| 1Y | +53.3% | -7.5% | +60.9% | +31.6% |
| All | +53.3% | -8.5% | +61.8% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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