+279.0%
FN vs FLNC
-83.9%
+362.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.5% | +9.4% | +11.4% |
| 7D | +16.3% | +3.6% | +12.6% | +15.8% |
| 30D | -24.7% | -27.3% | +2.6% | -20.4% |
| 3M | -34.9% | -59.1% | +24.1% | -24.8% |
| 6M | -41.1% | -77.6% | +36.5% | -27.1% |
| YTD | -19.6% | -72.7% | +53.1% | -7.8% |
| 1Y | -18.5% | -74.0% | +55.5% | -6.1% |
| 3Y | +119.1% | -69.6% | +188.7% | +113.2% |
| 5Y | +206.9% | -85.2% | +292.1% | +192.2% |
| All | +279.0% | -83.9% | +362.9% | +261.2% |
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