-71.6%
FLNC vs S
-69.0%
-2.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | -4.1% | -0.7% | -3.4% | -3.9% |
| 30D | -24.8% | -11.4% | -13.3% | -21.0% |
| 3M | -59.1% | +33.8% | -92.9% | -65.4% |
| 6M | -42.0% | +39.5% | -81.4% | -51.4% |
| YTD | -49.8% | +31.7% | -81.5% | -57.0% |
| 1Y | +43.1% | +7.0% | +36.1% | +34.7% |
| 3Y | -61.0% | +11.8% | -72.7% | -66.8% |
| All | -71.6% | -69.0% | -2.6% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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