+333.2%
FN vs FLNC
-69.8%
+403.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.3% | +8.8% | +1.8% |
| 7D | +5.8% | -4.2% | +10.0% | +6.4% |
| 30D | -20.6% | -20.0% | -0.6% | -17.8% |
| 3M | -28.6% | -56.9% | +28.2% | -19.2% |
| 6M | -20.7% | -35.5% | +14.8% | -19.0% |
| YTD | -8.1% | -48.8% | +40.7% | -4.9% |
| 1Y | +13.3% | +49.3% | -35.9% | -3.7% |
| 3Y | +175.7% | -61.8% | +237.5% | +155.0% |
| All | +333.2% | -69.8% | +403.0% | +272.5% |
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