+1,684.2%
MOD vs FLNC
-69.1%
+1,753.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +4.0% |
| 7D | +9.6% | -4.9% | +14.5% | +10.6% |
| 30D | 0.0% | -27.3% | +27.3% | +6.4% |
| 3M | -35.4% | -61.9% | +26.5% | -22.6% |
| 6M | -7.3% | -34.5% | +27.2% | -4.2% |
| YTD | +45.8% | -47.7% | +93.5% | +53.0% |
| 1Y | +43.1% | +53.3% | -10.2% | +18.4% |
| 3Y | +297.7% | -62.4% | +360.1% | +275.1% |
| All | +1,684.2% | -69.1% | +1,753.3% | +1,507.2% |
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 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