-61.0%
FLNC vs RUN
-39.0%
-22.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.8% |
| 7D | -4.1% | -3.7% | -0.3% | -2.2% |
| 30D | -24.8% | -13.0% | -11.8% | -19.7% |
| 3M | -59.1% | -31.8% | -27.3% | -51.4% |
| 6M | -42.0% | -32.2% | -9.7% | -31.3% |
| YTD | -49.8% | -53.5% | +3.7% | -32.8% |
| 1Y | +43.1% | -46.5% | +89.6% | +81.9% |
| 3Y | -61.0% | -37.6% | -23.3% | -66.5% |
| All | -61.0% | -39.0% | -22.0% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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