-71.6%
FLNC vs RGEN
-38.7%
-33.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.3% |
| 7D | -4.1% | -1.4% | -2.6% | -3.2% |
| 30D | -24.8% | -0.3% | -24.5% | -24.7% |
| 3M | -59.1% | +23.9% | -83.0% | -64.6% |
| 6M | -42.0% | +38.5% | -80.5% | -53.8% |
| YTD | -49.8% | +0.8% | -50.6% | -51.5% |
| 1Y | +43.1% | +38.2% | +4.9% | +16.3% |
| 3Y | -61.0% | +1.3% | -62.3% | -65.1% |
| All | -71.6% | -38.7% | -33.0% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 5y: compounded portfolio wealth divided by compounded RGEN 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…
5y analysis · Full analysis span regression · 6 months rolling