+872.5%
MOD vs FLNC
-85.9%
+958.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.8% | +6.3% | +0.8% |
| 7D | +16.1% | -7.1% | +23.2% | +17.8% |
| 30D | -38.5% | -30.2% | -8.4% | -34.4% |
| 3M | -46.8% | -64.1% | +17.3% | -35.6% |
| 6M | -61.6% | -77.7% | +16.2% | -50.2% |
| YTD | -20.5% | -76.1% | +55.5% | -3.7% |
| 1Y | -28.0% | -75.4% | +47.3% | -13.4% |
| 3Y | +134.9% | -72.4% | +207.3% | +135.0% |
| 5Y | +833.2% | -87.4% | +920.5% | +886.5% |
| All | +872.5% | -85.9% | +958.4% | +911.7% |
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