-48.1%
IT vs FLNC
-69.8%
+21.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.3% | +6.7% | -1.1% |
| 7D | -9.1% | -4.2% | -5.0% | -9.0% |
| 30D | -12.2% | -20.0% | +7.8% | -11.0% |
| 3M | +7.8% | -56.9% | +64.7% | +13.2% |
| 6M | +2.0% | -35.5% | +37.5% | +2.0% |
| YTD | -32.7% | -48.8% | +16.1% | -32.4% |
| 1Y | -31.1% | +49.3% | -80.4% | -39.1% |
| 3Y | -52.1% | -61.8% | +9.7% | -55.4% |
| All | -48.1% | -69.8% | +21.7% | -53.2% |
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