+7.4%
MSCI vs FLNC
-62.1%
+69.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.3% | +8.9% | +0.8% |
| 7D | -1.1% | -4.2% | +3.1% | -1.0% |
| 30D | -1.2% | -20.0% | +18.8% | -0.7% |
| 3M | -8.4% | -56.9% | +48.5% | -6.6% |
| 6M | -1.0% | -35.5% | +34.5% | -1.3% |
| YTD | -2.3% | -48.8% | +46.6% | -2.1% |
| 1Y | -1.2% | +49.3% | -50.4% | -7.4% |
| All | +7.4% | -62.1% | +69.6% | +4.9% |
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