-71.1%
FLNC vs USFR
+20.5%
-91.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | 0.0% | -8.3% | -8.3% |
| 7D | -4.2% | +0.1% | -4.2% | -3.8% |
| 30D | -20.0% | +0.3% | -20.3% | -18.4% |
| 3M | -56.9% | +1.0% | -57.8% | -53.9% |
| 6M | -35.5% | +1.9% | -37.5% | -27.6% |
| YTD | -48.8% | +2.7% | -51.5% | -40.4% |
| 1Y | +49.3% | +4.0% | +45.3% | +87.6% |
| 3Y | -61.8% | +14.0% | -75.8% | +32.8% |
| All | -71.1% | +20.5% | -91.5% | +121.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling