+6.5%
IR vs FLNC
-62.9%
+69.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.4% |
| 7D | -4.5% | -4.1% | -0.4% | -4.3% |
| 30D | -13.9% | -24.8% | +10.8% | -12.2% |
| 3M | -0.3% | -59.1% | +58.8% | +5.7% |
| 6M | -14.3% | -42.0% | +27.6% | -13.3% |
| YTD | -7.9% | -49.8% | +41.9% | -6.8% |
| 1Y | -9.9% | +43.1% | -53.0% | -19.6% |
| 3Y | +6.5% | -61.0% | +67.5% | +0.6% |
| All | +6.5% | -62.9% | +69.4% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling