+13.3%
FN vs FLNC
+40.4%
-27.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -20.3% |
| 6M | -20.7% | -35.5% | +14.8% | -17.7% |
| YTD | -8.1% | -48.8% | +40.7% | -5.3% |
| 1Y | +13.3% | +49.3% | -35.9% | +4.4% |
| All | +13.3% | +40.4% | -27.0% | +4.4% |
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