-45.1%
IT vs FLNC
-70.4%
+25.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.5% | +2.8% | +5.1% |
| 7D | -3.7% | -4.1% | +0.4% | -3.5% |
| 30D | +0.1% | -24.8% | +24.8% | +1.8% |
| 3M | +20.7% | -59.1% | +79.8% | +27.3% |
| 6M | +12.0% | -42.0% | +53.9% | +12.9% |
| YTD | -28.8% | -49.8% | +21.0% | -28.4% |
| 1Y | -25.5% | +43.1% | -68.6% | -34.0% |
| 3Y | -48.8% | -61.0% | +12.2% | -52.5% |
| All | -45.1% | -70.4% | +25.3% | -50.4% |
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