-71.6%
FLNC vs RRC
+76.7%
-148.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.0% |
| 7D | -4.1% | -1.8% | -2.3% | -3.5% |
| 30D | -24.8% | +2.7% | -27.4% | -25.6% |
| 3M | -59.1% | +8.8% | -67.9% | -60.6% |
| 6M | -42.0% | -1.2% | -40.8% | -42.3% |
| YTD | -49.8% | +17.6% | -67.4% | -53.5% |
| 1Y | +43.1% | +18.4% | +24.7% | +32.5% |
| 3Y | -61.0% | +33.1% | -94.0% | -65.9% |
| All | -71.6% | +76.7% | -148.4% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling