+53.3%
FLNC vs RNG
+144.7%
-91.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +1.9% |
| 7D | -4.9% | +5.8% | -10.7% | -5.5% |
| 30D | -27.3% | +19.6% | -46.9% | -28.8% |
| 3M | -61.9% | +67.0% | -128.9% | -64.3% |
| 6M | -34.5% | +88.4% | -122.9% | -39.3% |
| YTD | -47.7% | +155.5% | -203.2% | -54.2% |
| 1Y | +53.3% | +141.7% | -88.3% | +44.0% |
| All | +53.3% | +144.7% | -91.4% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling