-71.6%
FLNC vs MKTX
-57.0%
-14.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.5% | +2.5% |
| 7D | -4.1% | -0.2% | -3.8% | -4.0% |
| 30D | -24.8% | +0.7% | -25.5% | -25.0% |
| 3M | -59.1% | +40.8% | -99.9% | -63.9% |
| 6M | -42.0% | -8.0% | -34.0% | -40.8% |
| YTD | -49.8% | -8.7% | -41.1% | -49.0% |
| 1Y | +43.1% | -11.8% | +54.9% | +46.1% |
| 3Y | -61.0% | -24.0% | -36.9% | -60.1% |
| All | -71.6% | -57.0% | -14.7% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling