-71.6%
FLNC vs QSR
+60.7%
-132.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.0% |
| 7D | -4.1% | -4.0% | -0.1% | -1.3% |
| 30D | -24.8% | +2.8% | -27.5% | -26.6% |
| 3M | -59.1% | +5.1% | -64.2% | -61.4% |
| 6M | -42.0% | +8.8% | -50.8% | -48.1% |
| YTD | -49.8% | +14.8% | -64.6% | -58.6% |
| 1Y | +43.1% | +25.7% | +17.4% | +7.7% |
| 3Y | -61.0% | +27.5% | -88.5% | -72.5% |
| All | -71.6% | +60.7% | -132.3% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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