+309.8%
MOD vs FLNC
-59.3%
+369.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.7% | -7.9% | -2.6% |
| 7D | +6.3% | +6.0% | +0.4% | +5.0% |
| 30D | -1.7% | -16.3% | +14.7% | +1.8% |
| 3M | -30.1% | -54.1% | +24.0% | -18.9% |
| 6M | +2.7% | -25.3% | +28.0% | +3.4% |
| YTD | +44.1% | -44.2% | +88.3% | +49.1% |
| 1Y | +38.7% | +53.1% | -14.4% | +14.1% |
| 3Y | +309.8% | -58.3% | +368.1% | +297.1% |
| All | +309.8% | -59.3% | +369.0% | +297.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling