-70.4%
FLNC vs RBA
+34.9%
-105.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.3% |
| 7D | -4.9% | -2.9% | -1.9% | -3.4% |
| 30D | -27.3% | -12.3% | -15.0% | -22.5% |
| 3M | -61.9% | -20.5% | -41.4% | -57.5% |
| 6M | -34.5% | -18.5% | -15.9% | -28.4% |
| YTD | -47.7% | -18.2% | -29.4% | -43.1% |
| 1Y | +53.3% | -27.5% | +80.8% | +77.4% |
| 3Y | -62.4% | +38.1% | -100.5% | -71.0% |
| All | -70.4% | +34.9% | -105.3% | -78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling