+9.0%
MSFT vs FLNC
-69.0%
+77.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +10.2% | -3.5% | +6.0% |
| 7D | +4.7% | -2.1% | +6.8% | +4.7% |
| 30D | +5.8% | -20.8% | +26.6% | +7.0% |
| 3M | +13.0% | -61.3% | +74.3% | +18.5% |
| 6M | +34.9% | -50.9% | +85.8% | +35.9% |
| YTD | +15.7% | -69.4% | +85.0% | +19.9% |
| 1Y | +9.0% | -68.4% | +77.4% | +11.2% |
| All | +9.0% | -69.0% | +77.9% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling