+123.6%
MO vs FLNC
-70.4%
+194.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.3% |
| 7D | +0.1% | -4.1% | +4.2% | +0.1% |
| 30D | +7.1% | -24.8% | +31.9% | +6.7% |
| 3M | -2.0% | -59.1% | +57.1% | -2.8% |
| 6M | +7.3% | -42.0% | +49.3% | +6.8% |
| YTD | +23.5% | -49.8% | +73.3% | +22.9% |
| 1Y | +11.0% | +43.1% | -32.1% | +10.4% |
| 3Y | +95.0% | -61.0% | +155.9% | +95.8% |
| All | +123.6% | -70.4% | +194.0% | +126.3% |
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 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