-25.5%
IT vs FLNC
+46.9%
-72.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.5% | +2.8% | +5.3% |
| 7D | -3.7% | -4.1% | +0.4% | -3.7% |
| 30D | +0.1% | -24.8% | +24.8% | +0.2% |
| 3M | +20.7% | -59.1% | +79.8% | +22.2% |
| 6M | +12.0% | -42.0% | +53.9% | +12.0% |
| YTD | -28.8% | -49.8% | +21.0% | -28.2% |
| 1Y | -25.5% | +43.1% | -68.6% | -24.2% |
| All | -25.5% | +46.9% | -72.4% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling