-61.8%
JD vs FLNC
-70.4%
+8.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.3% | -0.2% |
| 7D | -4.2% | -4.1% | -0.2% | -3.8% |
| 30D | -14.4% | -24.8% | +10.4% | -11.5% |
| 3M | -3.6% | -59.1% | +55.5% | +6.8% |
| 6M | -0.3% | -42.0% | +41.7% | +0.9% |
| YTD | -2.4% | -49.8% | +47.4% | -1.5% |
| 1Y | -18.5% | +43.1% | -61.6% | -34.2% |
| 3Y | -7.0% | -61.0% | +53.9% | -16.7% |
| All | -61.8% | -70.4% | +8.5% | -68.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling