-22.7%
IDXX vs FLNC
-70.4%
+47.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.8% | -0.6% |
| 7D | -5.7% | -4.1% | -1.7% | -5.5% |
| 30D | -11.5% | -24.8% | +13.2% | -9.5% |
| 3M | -9.5% | -59.1% | +49.6% | -3.1% |
| 6M | -16.0% | -42.0% | +26.0% | -15.4% |
| YTD | -25.4% | -49.8% | +24.4% | -25.1% |
| 1Y | -21.8% | +43.1% | -64.9% | -33.5% |
| 3Y | +7.0% | -61.0% | +68.0% | -2.8% |
| All | -22.7% | -70.4% | +47.6% | -34.0% |
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