+131.7%
GOOG vs FLNC
-70.4%
+202.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -0.9% | +1.3% |
| 7D | 0.0% | -4.1% | +4.1% | +0.3% |
| 30D | -2.0% | -24.8% | +22.8% | +0.3% |
| 3M | -5.9% | -59.1% | +53.2% | +0.8% |
| 6M | +8.9% | -42.0% | +50.9% | +10.4% |
| YTD | +7.1% | -49.8% | +56.9% | +8.5% |
| 1Y | +39.7% | +43.1% | -3.4% | +25.1% |
| 3Y | +145.8% | -61.0% | +206.8% | +130.6% |
| All | +131.7% | -70.4% | +202.1% | +96.8% |
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