+72.2%
FOXA vs FLNC
-70.4%
+142.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +1.0% |
| 7D | +0.8% | -4.1% | +4.9% | +1.0% |
| 30D | +5.0% | -24.8% | +29.8% | +6.5% |
| 3M | -3.0% | -59.1% | +56.1% | +1.3% |
| 6M | +14.8% | -42.0% | +56.7% | +15.9% |
| YTD | -8.9% | -49.8% | +40.9% | -8.0% |
| 1Y | +13.3% | +43.1% | -29.8% | +5.3% |
| 3Y | +115.4% | -61.0% | +176.4% | +105.6% |
| All | +72.2% | -70.4% | +142.5% | +56.7% |
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 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