-61.0%
FLNC vs RNG
+119.8%
-180.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | -4.1% | -6.1% | +2.0% | -2.5% |
| 30D | -24.8% | +9.6% | -34.4% | -27.1% |
| 3M | -59.1% | +83.3% | -142.4% | -67.2% |
| 6M | -42.0% | +77.9% | -119.9% | -52.9% |
| YTD | -49.8% | +139.9% | -189.7% | -65.1% |
| 1Y | +43.1% | +121.7% | -78.6% | +3.3% |
| 3Y | -61.0% | +121.9% | -182.8% | -73.6% |
| All | -61.0% | +119.8% | -180.7% | -73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling