+1,143.4%
MOD vs FLNC
-86.0%
+1,229.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -1.2% | +29.0% | +28.1% |
| 7D | +40.4% | -11.2% | +51.6% | +43.6% |
| 30D | -14.0% | -24.6% | +10.6% | -9.7% |
| 3M | -33.3% | -64.6% | +31.3% | -19.1% |
| 6M | -51.4% | -78.8% | +27.4% | -36.4% |
| YTD | +1.6% | -76.3% | +78.0% | +23.3% |
| 1Y | +5.4% | -71.2% | +76.6% | +22.8% |
| 3Y | +191.0% | -71.9% | +262.9% | +190.0% |
| 5Y | +1,093.1% | -87.5% | +1,180.7% | +1,163.6% |
| All | +1,143.4% | -86.0% | +1,229.5% | +1,195.9% |
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