+95.6%
NI vs FLNC
-70.4%
+166.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.1% |
| 7D | 0.0% | -4.1% | +4.1% | +0.1% |
| 30D | -1.4% | -24.8% | +23.4% | -0.9% |
| 3M | -10.6% | -59.1% | +48.5% | -9.2% |
| 6M | -9.3% | -42.0% | +32.6% | -9.2% |
| YTD | +1.1% | -49.8% | +50.9% | +1.3% |
| 1Y | +3.4% | +43.1% | -39.7% | 0.0% |
| 3Y | +67.9% | -61.0% | +128.8% | +65.1% |
| All | +95.6% | -70.4% | +166.0% | +85.0% |
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