+58.7%
MSFT vs FLNC
-67.0%
+125.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.7% | -7.8% | -1.6% |
| 7D | -1.4% | +6.0% | -7.4% | -1.9% |
| 30D | -1.0% | -16.3% | +15.3% | +0.2% |
| 3M | +20.2% | -54.1% | +74.3% | +26.3% |
| 6M | +21.3% | -25.3% | +46.6% | +20.3% |
| YTD | +2.8% | -44.2% | +47.0% | +3.3% |
| 1Y | 0.0% | +53.1% | -53.2% | -10.0% |
| 3Y | +51.2% | -58.3% | +109.5% | +42.3% |
| All | +58.7% | -67.0% | +125.7% | +39.2% |
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