+11.4%
FPS vs FLNC
-55.6%
+67.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.7% | -3.6% | +1.8% |
| 7D | +10.4% | +6.0% | +4.4% | +9.1% |
| 30D | -16.5% | -16.3% | -0.2% | -13.7% |
| 3M | -45.5% | -54.1% | +8.6% | -39.7% |
| 6M | +2.1% | -25.3% | +27.4% | +14.4% |
| All | +11.4% | -55.6% | +67.0% | +36.3% |
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