+0.8%
MTUM vs FLNC
-74.3%
+75.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -15.9% | +7.7% | -6.4% |
| 7D | -16.1% | -16.3% | +0.3% | -14.4% |
| 30D | -22.8% | -36.6% | +13.7% | -19.1% |
| 3M | -19.1% | -64.2% | +45.1% | -10.2% |
| 6M | -13.7% | -59.9% | +46.1% | -6.5% |
| YTD | +0.4% | -74.2% | +74.7% | +11.3% |
| 1Y | +0.8% | -75.4% | +76.2% | +11.5% |
| All | +0.8% | -74.3% | +75.1% | +11.5% |
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