-60.2%
FLNC vs RBA
+26.3%
-86.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.7% | -7.7% | -8.1% |
| 7D | -4.2% | -1.9% | -2.3% | -3.5% |
| 30D | -20.0% | -13.0% | -7.0% | -15.6% |
| 3M | -56.9% | -23.1% | -33.8% | -52.3% |
| 6M | -35.5% | -22.6% | -13.0% | -29.2% |
| YTD | -48.8% | -20.4% | -28.4% | -44.5% |
| 1Y | +49.3% | -29.6% | +78.8% | +69.9% |
| All | -60.2% | +26.3% | -86.5% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 3y: compounded portfolio wealth divided by compounded RBA 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…
3y analysis · Full analysis span regression · 6 months rolling