+35.3%
IR vs FLNC
-71.1%
+106.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.6% | -0.3% |
| 7D | -3.1% | -5.0% | +1.9% | -2.7% |
| 30D | -14.0% | -26.1% | +12.1% | -11.6% |
| 3M | +3.7% | -55.2% | +58.9% | +11.0% |
| 6M | -15.4% | -42.6% | +27.2% | -14.1% |
| YTD | -7.7% | -51.0% | +43.3% | -6.2% |
| 1Y | -8.8% | +43.3% | -52.2% | -20.7% |
| 3Y | +5.6% | -63.4% | +69.0% | -1.8% |
| All | +35.3% | -71.1% | +106.4% | +18.9% |
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