-68.5%
FLNC vs REPL
-48.5%
-19.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.8% | +8.5% | +6.8% |
| 7D | +6.0% | -5.7% | +11.7% | +6.3% |
| 30D | -16.3% | +22.5% | -38.8% | -17.3% |
| 3M | -54.1% | +64.7% | -118.8% | -56.2% |
| 6M | -25.3% | +83.0% | -108.3% | -32.9% |
| YTD | -44.2% | +52.0% | -96.1% | -49.5% |
| 1Y | +53.1% | +144.5% | -91.4% | +30.8% |
| 3Y | -58.3% | -25.1% | -33.2% | -64.9% |
| All | -68.5% | -48.5% | -19.9% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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