+34.3%
MOD vs FLNC
+40.4%
-6.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.3% | +5.0% | -1.6% |
| 7D | +3.6% | -4.2% | +7.8% | +4.4% |
| 30D | -2.6% | -20.0% | +17.4% | +1.7% |
| 3M | -33.1% | -56.9% | +23.7% | -22.1% |
| 6M | -7.5% | -35.5% | +28.0% | -2.9% |
| YTD | +39.3% | -48.8% | +88.1% | +45.2% |
| 1Y | +34.3% | +49.3% | -15.0% | +31.7% |
| All | +34.3% | +40.4% | -6.1% | +31.7% |
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 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