+18.8%
JPM vs FLNC
+46.9%
-28.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.7% |
| 7D | -0.7% | -4.1% | +3.4% | -0.6% |
| 30D | -2.5% | -24.8% | +22.3% | -1.9% |
| 3M | +14.1% | -59.1% | +73.2% | +15.9% |
| 6M | +25.1% | -42.0% | +67.1% | +25.3% |
| YTD | +12.1% | -49.8% | +61.9% | +12.6% |
| 1Y | +18.8% | +43.1% | -24.3% | +19.3% |
| All | +18.8% | +46.9% | -28.1% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling