+844.7%
MOD vs FLNC
-85.3%
+930.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.1% | +6.2% | -1.1% |
| 7D | -17.8% | -10.7% | -7.1% | -16.6% |
| 30D | -43.2% | -33.9% | -9.3% | -38.7% |
| 3M | -46.0% | -61.2% | +15.1% | -35.7% |
| 6M | -62.2% | -79.7% | +17.4% | -50.3% |
| YTD | -22.8% | -75.2% | +52.4% | -7.1% |
| 1Y | -35.5% | -77.5% | +42.0% | -21.1% |
| 3Y | +128.2% | -71.4% | +199.6% | +126.7% |
| 5Y | +791.6% | -85.6% | +877.2% | +817.4% |
| All | +844.7% | -85.3% | +930.1% | +876.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling