+36.2%
IR vs FLNC
-69.8%
+106.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.3% | +6.3% | -1.3% |
| 7D | -1.9% | -4.2% | +2.3% | -1.6% |
| 30D | -15.0% | -20.0% | +5.0% | -13.4% |
| 3M | -0.4% | -56.9% | +56.4% | +6.9% |
| 6M | -15.0% | -35.5% | +20.5% | -14.8% |
| YTD | -7.1% | -48.8% | +41.8% | -5.9% |
| 1Y | -7.5% | +49.3% | -56.8% | -19.9% |
| 3Y | +6.3% | -61.8% | +68.1% | -1.5% |
| All | +36.2% | -69.8% | +106.0% | +19.2% |
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 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