+53.3%
FLNC vs Z
-58.8%
+112.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.9% |
| 7D | -4.9% | -3.0% | -1.9% | -4.3% |
| 30D | -27.3% | -4.2% | -23.1% | -26.7% |
| 3M | -61.9% | -3.7% | -58.2% | -61.2% |
| 6M | -34.5% | -24.5% | -10.0% | -31.3% |
| YTD | -47.7% | -49.3% | +1.6% | -42.3% |
| 1Y | +53.3% | -58.7% | +112.0% | +49.0% |
| All | +53.3% | -58.8% | +112.2% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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