-71.1%
FLNC vs RVTY
-28.1%
-43.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.5% | -5.8% | -6.4% |
| 7D | -4.2% | -5.4% | +1.2% | -0.1% |
| 30D | -20.0% | +6.7% | -26.7% | -24.0% |
| 3M | -56.9% | +19.0% | -75.9% | -62.9% |
| 6M | -35.5% | +34.6% | -70.2% | -51.4% |
| YTD | -48.8% | +28.3% | -77.1% | -59.8% |
| 1Y | +49.3% | +46.0% | +3.2% | +5.3% |
| 3Y | -61.8% | +16.9% | -78.7% | -67.9% |
| All | -71.1% | -28.1% | -43.0% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling