+59.2%
MSFT vs FLNC
-70.4%
+129.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.8% | +0.5% |
| 7D | -0.8% | -4.1% | +3.2% | -0.6% |
| 30D | +0.8% | -24.8% | +25.6% | +2.9% |
| 3M | +27.2% | -59.1% | +86.3% | +34.9% |
| 6M | +22.9% | -42.0% | +64.9% | +24.3% |
| YTD | +3.1% | -49.8% | +52.9% | +4.4% |
| 1Y | -0.3% | +43.1% | -43.3% | -9.8% |
| 3Y | +50.1% | -61.0% | +111.0% | +41.5% |
| All | +59.2% | -70.4% | +129.6% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling