-27.7%
FN vs FLNC
-31.2%
+3.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.7% | +2.9% |
| 7D | -1.7% | -4.9% | +3.2% | -1.0% |
| 30D | -22.0% | -27.3% | +5.3% | -18.4% |
| 3M | -43.0% | -61.9% | +18.9% | -37.9% |
| 6M | -27.7% | -34.5% | +6.7% | -13.7% |
| All | -27.7% | -31.2% | +3.5% | -13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling