-71.6%
FLNC vs NYT
+31.1%
-102.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.3% |
| 7D | -4.1% | -0.6% | -3.5% | -3.7% |
| 30D | -24.8% | +4.6% | -29.4% | -26.1% |
| 3M | -59.1% | -9.6% | -49.5% | -57.8% |
| 6M | -42.0% | -14.0% | -28.0% | -39.8% |
| YTD | -49.8% | -2.8% | -47.0% | -51.5% |
| 1Y | +43.1% | +15.6% | +27.5% | +23.7% |
| 3Y | -61.0% | +56.3% | -117.3% | -73.9% |
| All | -71.6% | +31.1% | -102.8% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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