+44.8%
NET vs FLNC
-81.9%
+126.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.2% | -12.8% | -4.7% |
| 7D | -16.4% | -2.1% | -14.3% | -16.1% |
| 30D | -25.8% | -20.8% | -5.1% | -22.4% |
| 3M | -11.5% | -61.3% | +49.8% | +6.6% |
| 6M | +18.9% | -50.9% | +69.8% | +23.5% |
| YTD | +35.2% | -69.4% | +104.6% | +49.0% |
| 1Y | +14.5% | -68.4% | +82.9% | +22.3% |
| 3Y | +313.8% | -68.1% | +381.9% | +221.5% |
| 5Y | +32.6% | -82.4% | +115.0% | -10.2% |
| All | +44.8% | -81.9% | +126.8% | -1.8% |
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 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