-48.1%
FLUT vs FLNC
-69.8%
+21.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.3% | +7.0% | -0.5% |
| 7D | -2.6% | -4.2% | +1.6% | -2.2% |
| 30D | +5.4% | -20.0% | +25.4% | +7.6% |
| 3M | -10.8% | -56.9% | +46.1% | -4.0% |
| 6M | -9.2% | -35.5% | +26.3% | -9.1% |
| YTD | -53.8% | -48.8% | -5.0% | -53.3% |
| 1Y | -66.0% | +49.3% | -115.2% | -70.6% |
| 3Y | -44.7% | -61.8% | +17.1% | -48.9% |
| All | -48.1% | -69.8% | +21.7% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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