-11.5%
MSCI vs FLNC
-71.1%
+59.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +3.0% | -0.9% |
| 7D | -4.7% | -5.0% | +0.3% | -4.4% |
| 30D | -2.2% | -26.1% | +23.9% | -0.2% |
| 3M | -9.7% | -55.2% | +45.5% | -5.0% |
| 6M | +0.3% | -42.6% | +42.9% | +0.9% |
| YTD | -3.5% | -51.0% | +47.5% | -2.8% |
| 1Y | -1.4% | +43.3% | -44.7% | -14.3% |
| 3Y | +6.6% | -63.4% | +70.0% | -0.7% |
| All | -11.5% | -71.1% | +59.6% | -21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling