-28.0%
MOD vs FLNC
-77.2%
+49.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.8% | +6.3% | +1.0% |
| 7D | +16.1% | -7.1% | +23.2% | +18.0% |
| 30D | -38.5% | -30.2% | -8.4% | -33.8% |
| 3M | -46.8% | -64.1% | +17.3% | -34.1% |
| 6M | -61.6% | -77.7% | +16.2% | -48.6% |
| YTD | -20.5% | -76.1% | +55.5% | -7.6% |
| 1Y | -28.0% | -75.4% | +47.3% | -15.2% |
| All | -28.0% | -77.2% | +49.2% | -15.2% |
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