-71.6%
FLNC vs VYM
+73.7%
-145.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +1.0% |
| 7D | -4.1% | -0.8% | -3.3% | -2.3% |
| 30D | -24.8% | -2.2% | -22.5% | -20.8% |
| 3M | -59.1% | +3.1% | -62.2% | -61.7% |
| 6M | -42.0% | +9.7% | -51.7% | -52.6% |
| YTD | -49.8% | +14.9% | -64.7% | -62.6% |
| 1Y | +43.1% | +17.6% | +25.5% | +3.9% |
| 3Y | -61.0% | +65.3% | -126.3% | -86.2% |
| All | -71.6% | +73.7% | -145.4% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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