+1.6%
IYR vs FLNC
-39.2%
+40.8%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -1.0% |
| 7D | -2.8% | -5.0% | +2.2% | -2.9% |
| 30D | -2.5% | -26.1% | +23.6% | -3.0% |
| 3M | -3.0% | -55.2% | +52.2% | -4.1% |
| 6M | +1.6% | -42.6% | +44.2% | +2.2% |
| All | +1.6% | -39.2% | +40.8% | +2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling