-25.7%
FN vs FLNC
-69.0%
+43.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +10.2% | -16.2% | -8.1% |
| 7D | -7.0% | -2.1% | -4.9% | -6.7% |
| 30D | -24.7% | -20.8% | -3.9% | -21.3% |
| 3M | -35.7% | -61.3% | +25.7% | -24.1% |
| 6M | -52.4% | -50.9% | -1.6% | -49.0% |
| YTD | -25.0% | -69.4% | +44.4% | -19.5% |
| 1Y | -25.7% | -68.4% | +42.7% | -22.7% |
| All | -25.7% | -69.0% | +43.3% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling