+135.5%
IBM vs FLNC
-71.1%
+206.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.2% | +1.8% | -2.3% |
| 7D | -0.3% | -5.0% | +4.7% | -0.1% |
| 30D | -1.8% | -26.1% | +24.2% | -0.7% |
| 3M | -13.5% | -55.2% | +41.7% | -10.9% |
| 6M | -5.1% | -42.6% | +37.5% | -4.3% |
| YTD | -19.4% | -51.0% | +31.6% | -18.6% |
| 1Y | -6.5% | +43.3% | -49.9% | -10.4% |
| 3Y | +73.8% | -63.4% | +137.2% | +68.9% |
| All | +135.5% | -71.1% | +206.6% | +125.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling