-72.3%
FLNC vs XHB
+31.0%
-103.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -1.3% |
| 7D | -5.0% | -5.2% | +0.2% | +1.5% |
| 30D | -26.1% | -12.1% | -13.9% | -13.2% |
| 3M | -55.2% | -6.2% | -49.0% | -51.7% |
| 6M | -42.6% | -6.7% | -35.9% | -39.2% |
| YTD | -51.0% | -5.5% | -45.6% | -49.3% |
| 1Y | +43.3% | -15.6% | +59.0% | +72.1% |
| 3Y | -63.4% | +22.0% | -85.4% | -74.2% |
| All | -72.3% | +31.0% | -103.3% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling