-71.6%
FLNC vs XHB
+33.1%
-104.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +0.5% |
| 7D | -4.1% | -4.6% | +0.6% | +1.7% |
| 30D | -24.8% | -9.1% | -15.6% | -15.2% |
| 3M | -59.1% | -8.6% | -50.5% | -54.7% |
| 6M | -42.0% | -4.0% | -37.9% | -40.7% |
| YTD | -49.8% | -3.9% | -45.9% | -49.0% |
| 1Y | +43.1% | -16.5% | +59.6% | +74.5% |
| 3Y | -61.0% | +22.6% | -83.5% | -72.6% |
| All | -71.6% | +33.1% | -104.7% | -80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling