-71.6%
FLNC vs USFR
+20.6%
-92.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +3.0% |
| 7D | -4.1% | +0.1% | -4.2% | -3.2% |
| 30D | -24.8% | +0.4% | -25.1% | -22.9% |
| 3M | -59.1% | +1.0% | -60.1% | -56.1% |
| 6M | -42.0% | +2.0% | -43.9% | -34.6% |
| YTD | -49.8% | +2.8% | -52.6% | -41.2% |
| 1Y | +43.1% | +4.1% | +39.0% | +81.0% |
| 3Y | -61.0% | +14.1% | -75.1% | +36.5% |
| All | -71.6% | +20.6% | -92.2% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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