+261.0%
FN vs FLNC
-85.3%
+346.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -9.1% | +4.3% | -3.2% |
| 7D | -4.1% | -10.7% | +6.7% | -2.1% |
| 30D | -28.3% | -33.9% | +5.6% | -23.0% |
| 3M | -33.9% | -61.2% | +27.3% | -22.8% |
| 6M | -43.9% | -79.7% | +35.8% | -29.4% |
| YTD | -23.4% | -75.2% | +51.7% | -10.8% |
| 1Y | -25.4% | -77.5% | +52.1% | -12.0% |
| 3Y | +107.9% | -71.4% | +179.3% | +104.7% |
| 5Y | +195.1% | -85.6% | +280.7% | +185.9% |
| All | +261.0% | -85.3% | +346.3% | +249.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling