+52.4%
GEV vs FLNC
-69.0%
+121.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +10.2% | -19.5% | -10.7% |
| 7D | -5.1% | -2.1% | -3.0% | -5.1% |
| 30D | -15.8% | -20.8% | +5.0% | -13.3% |
| 3M | -18.2% | -61.3% | +43.1% | -7.6% |
| 6M | -22.4% | -50.9% | +28.5% | -18.4% |
| YTD | +27.7% | -69.4% | +97.1% | +38.8% |
| 1Y | +52.4% | -68.4% | +120.8% | +61.7% |
| All | +52.4% | -69.0% | +121.3% | +61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling