-71.6%
FLNC vs Z
-66.0%
-5.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.0% | -1.5% | +0.4% |
| 7D | -4.1% | -6.0% | +2.0% | -1.2% |
| 30D | -24.8% | -2.3% | -22.5% | -24.7% |
| 3M | -59.1% | -0.6% | -58.5% | -60.1% |
| 6M | -42.0% | -27.6% | -14.3% | -33.6% |
| YTD | -49.8% | -52.4% | +2.6% | -28.0% |
| 1Y | +43.1% | -63.6% | +106.7% | +133.5% |
| 3Y | -61.0% | -36.4% | -24.6% | -56.0% |
| All | -71.6% | -66.0% | -5.7% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling