-71.1%
FLNC vs S
-69.5%
-1.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.1% | -8.4% | -8.4% |
| 7D | -4.2% | -1.2% | -2.9% | -3.7% |
| 30D | -20.0% | -12.6% | -7.4% | -15.4% |
| 3M | -56.9% | +27.6% | -84.4% | -62.6% |
| 6M | -35.5% | +35.5% | -71.0% | -45.2% |
| YTD | -48.8% | +29.6% | -78.4% | -55.8% |
| 1Y | +49.3% | +8.1% | +41.1% | +39.9% |
| 3Y | -61.8% | +14.8% | -76.5% | -68.0% |
| All | -71.1% | -69.5% | -1.6% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling