-70.8%
FLNC vs MKTX
+5.3%
-76.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | 0.0% | +10.2% | +10.2% |
| 7D | -2.1% | +0.5% | -2.6% | -2.2% |
| 30D | -20.8% | +1.0% | -21.7% | -20.9% |
| 3M | -61.3% | +2.5% | -63.8% | -61.5% |
| 6M | -50.9% | +8.0% | -58.9% | -53.4% |
| YTD | -69.4% | -7.3% | -62.1% | -70.1% |
| All | -70.8% | +5.3% | -76.0% | -75.7% |
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