-71.6%
FLNC vs NTR
+29.4%
-101.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.8% | +2.6% |
| 7D | -4.1% | -1.3% | -2.8% | -3.5% |
| 30D | -24.8% | +16.8% | -41.5% | -29.8% |
| 3M | -59.1% | +20.7% | -79.8% | -62.8% |
| 6M | -42.0% | +0.5% | -42.5% | -43.4% |
| YTD | -49.8% | +29.2% | -79.0% | -56.9% |
| 1Y | +43.1% | +39.6% | +3.5% | +17.0% |
| 3Y | -61.0% | +37.9% | -98.8% | -68.6% |
| All | -71.6% | +29.4% | -101.0% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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