-72.3%
FLNC vs NWSA
+33.1%
-105.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.5% | -3.6% |
| 7D | -5.0% | -4.8% | -0.2% | -1.1% |
| 30D | -26.1% | +3.0% | -29.1% | -28.2% |
| 3M | -55.2% | +9.3% | -64.5% | -60.1% |
| 6M | -42.6% | +23.2% | -65.8% | -53.6% |
| YTD | -51.0% | +13.3% | -64.3% | -57.7% |
| 1Y | +43.3% | +2.9% | +40.5% | +34.0% |
| 3Y | -63.4% | +43.3% | -106.7% | -75.6% |
| All | -72.3% | +33.1% | -105.4% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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