-71.6%
FLNC vs RVTY
-27.8%
-43.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +0.4% |
| 7D | -4.1% | -4.5% | +0.5% | -0.7% |
| 30D | -24.8% | +5.5% | -30.2% | -27.8% |
| 3M | -59.1% | +22.5% | -81.6% | -65.7% |
| 6M | -42.0% | +38.9% | -80.9% | -57.3% |
| YTD | -49.8% | +28.7% | -78.5% | -60.6% |
| 1Y | +43.1% | +45.5% | -2.4% | +1.5% |
| 3Y | -61.0% | +16.4% | -77.3% | -67.1% |
| All | -71.6% | -27.8% | -43.8% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 5y: compounded portfolio wealth divided by compounded RVTY 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…
5y analysis · Full analysis span regression · 6 months rolling