-44.8%
FLNC vs Q
+71.3%
-116.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.3% |
| 7D | -4.9% | +0.2% | -5.1% | -5.0% |
| 30D | -27.3% | -11.1% | -16.1% | -21.6% |
| 3M | -61.9% | -22.1% | -39.8% | -54.5% |
| 6M | -34.5% | +0.5% | -35.0% | -37.4% |
| YTD | -47.7% | +47.8% | -95.5% | -66.4% |
| All | -44.8% | +71.3% | -116.1% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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