+266.5%
FN vs FLNC
-85.9%
+352.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.8% | +2.7% | -2.9% |
| 7D | +20.8% | -7.1% | +27.8% | +22.4% |
| 30D | -17.3% | -30.2% | +12.9% | -11.9% |
| 3M | -38.1% | -64.1% | +26.0% | -26.8% |
| 6M | -44.2% | -77.7% | +33.5% | -30.6% |
| YTD | -22.3% | -76.1% | +53.8% | -8.8% |
| 1Y | -20.9% | -75.4% | +54.4% | -7.8% |
| 3Y | +111.1% | -72.4% | +183.5% | +109.1% |
| 5Y | +191.8% | -87.4% | +279.2% | +183.9% |
| All | +266.5% | -85.9% | +352.3% | +257.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling