-61.0%
FLNC vs RJF
+69.0%
-130.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -4.1% | -2.7% | -1.3% | -2.5% |
| 30D | -24.8% | -4.3% | -20.5% | -23.0% |
| 3M | -59.1% | +15.7% | -74.8% | -62.8% |
| 6M | -42.0% | +17.8% | -59.8% | -48.6% |
| YTD | -49.8% | +9.2% | -59.0% | -53.2% |
| 1Y | +43.1% | +2.8% | +40.3% | +38.4% |
| 3Y | -61.0% | +69.5% | -130.4% | -76.7% |
| All | -61.0% | +69.0% | -130.0% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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