-70.8%
FLNC vs NTRS
+42.7%
-113.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +3.1% | +7.0% | +6.4% |
| 7D | -2.1% | +3.6% | -5.7% | -5.8% |
| 30D | -20.8% | +4.3% | -25.1% | -24.3% |
| 3M | -61.3% | -1.9% | -59.4% | -60.8% |
| 6M | -50.9% | +11.4% | -62.3% | -56.4% |
| YTD | -69.4% | +32.3% | -101.7% | -79.4% |
| All | -70.8% | +42.7% | -113.5% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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