+53.3%
FLNC vs XHB
-9.3%
+62.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +0.7% |
| 7D | -4.9% | -1.3% | -3.6% | -3.9% |
| 30D | -27.3% | -6.9% | -20.4% | -23.0% |
| 3M | -61.9% | -1.3% | -60.6% | -61.2% |
| 6M | -34.5% | -6.8% | -27.7% | -29.9% |
| YTD | -47.7% | +0.7% | -48.4% | -48.7% |
| 1Y | +53.3% | -11.2% | +64.6% | +66.5% |
| All | +53.3% | -9.3% | +62.6% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling