-72.3%
FLNC vs RUN
-84.1%
+11.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.3% | -3.2% |
| 7D | -5.0% | -3.4% | -1.6% | -3.0% |
| 30D | -26.1% | -14.0% | -12.1% | -19.7% |
| 3M | -55.2% | -27.5% | -27.7% | -46.7% |
| 6M | -42.6% | -29.0% | -13.6% | -31.8% |
| YTD | -51.0% | -53.1% | +2.1% | -31.4% |
| 1Y | +43.3% | -46.7% | +90.1% | +88.4% |
| 3Y | -63.4% | -38.3% | -25.1% | -72.2% |
| All | -72.3% | -84.1% | +11.8% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling