-42.6%
FLNC vs XME
+2.2%
-44.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.7% | -0.5% | +0.6% |
| 7D | -5.0% | -3.0% | -2.0% | -0.9% |
| 30D | -26.1% | -2.6% | -23.5% | -23.4% |
| 3M | -55.2% | +2.2% | -57.3% | -56.2% |
| 6M | -42.6% | +0.7% | -43.3% | -41.5% |
| All | -42.6% | +2.2% | -44.8% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 6mo: compounded portfolio wealth divided by compounded XME 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…
6mo analysis · Full analysis span regression · 6 months rolling