+70.4%
MTUM vs FLNC
-70.4%
+140.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +1.1% |
| 7D | +0.7% | -4.1% | +4.8% | +1.0% |
| 30D | -2.4% | -24.8% | +22.3% | -0.1% |
| 3M | -3.6% | -59.1% | +55.5% | +3.5% |
| 6M | +23.7% | -42.0% | +65.6% | +26.6% |
| YTD | +22.9% | -49.8% | +72.7% | +26.0% |
| 1Y | +21.8% | +43.1% | -21.3% | +11.7% |
| 3Y | +114.4% | -61.0% | +175.4% | +105.1% |
| All | +70.4% | -70.4% | +140.8% | +57.7% |
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