-60.1%
JD vs FLNC
-69.1%
+9.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.7% |
| 7D | -1.7% | -4.9% | +3.2% | -1.1% |
| 30D | -13.2% | -27.3% | +14.1% | -9.8% |
| 3M | -3.2% | -61.9% | +58.7% | +8.0% |
| 6M | +15.2% | -34.5% | +49.7% | +14.6% |
| YTD | +2.0% | -47.7% | +49.7% | +2.4% |
| 1Y | -5.4% | +53.3% | -58.7% | -24.5% |
| 3Y | -9.1% | -62.4% | +53.3% | -17.4% |
| All | -60.1% | -69.1% | +9.0% | -67.2% |
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