-54.5%
FSLY vs FLNC
-69.8%
+15.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -8.3% | +14.0% | +7.4% |
| 7D | +11.2% | -4.2% | +15.3% | +11.9% |
| 30D | -18.2% | -20.0% | +1.8% | -14.4% |
| 3M | +21.9% | -56.9% | +78.8% | +42.3% |
| 6M | +4.0% | -35.5% | +39.6% | -0.1% |
| YTD | +123.1% | -48.8% | +171.9% | +118.0% |
| 1Y | +196.9% | +49.3% | +147.6% | +90.0% |
| 3Y | -1.3% | -61.8% | +60.5% | -21.9% |
| All | -54.5% | -69.8% | +15.3% | -70.6% |
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