+53.3%
FLNC vs MTB
+23.4%
+30.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -4.9% | +1.7% | -6.6% | -5.0% |
| 30D | -27.3% | -4.2% | -23.1% | -27.0% |
| 3M | -61.9% | +8.9% | -70.7% | -62.4% |
| 6M | -34.5% | +10.9% | -45.4% | -35.4% |
| YTD | -47.7% | +21.5% | -69.2% | -53.8% |
| 1Y | +53.3% | +21.9% | +31.4% | -5.1% |
| All | +53.3% | +23.4% | +30.0% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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