-7.4%
MSCI vs FLNC
-69.1%
+61.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | +0.4% | -4.9% | +5.3% | +0.7% |
| 30D | +0.6% | -27.3% | +27.8% | +2.8% |
| 3M | -7.1% | -61.9% | +54.8% | -1.0% |
| 6M | +0.8% | -34.5% | +35.3% | +0.4% |
| YTD | +1.0% | -47.7% | +48.7% | +1.3% |
| 1Y | +4.3% | +53.3% | -49.0% | -9.9% |
| 3Y | +9.9% | -62.4% | +72.4% | +2.8% |
| All | -7.4% | -69.1% | +61.7% | -18.2% |
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