-18.5%
FN vs FLNC
-75.3%
+56.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.2% | -6.1% | -7.1% |
| 7D | +0.3% | -11.2% | +11.5% | +2.9% |
| 30D | -16.5% | -24.6% | +8.1% | -11.3% |
| 3M | -42.1% | -64.6% | +22.5% | -30.3% |
| 6M | -52.9% | -78.8% | +25.9% | -39.9% |
| YTD | -28.0% | -76.3% | +48.4% | -18.5% |
| 1Y | -18.5% | -71.2% | +52.7% | -16.3% |
| All | -18.5% | -75.3% | +56.8% | -16.3% |
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