+9.4%
O vs FLNC
-69.8%
+79.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.3% | +6.8% | -1.3% |
| 7D | -2.3% | -4.2% | +1.9% | -2.2% |
| 30D | -2.4% | -20.0% | +17.6% | -2.1% |
| 3M | -0.6% | -56.9% | +56.3% | +0.8% |
| 6M | -5.0% | -35.5% | +30.5% | -5.4% |
| YTD | +10.4% | -48.8% | +59.2% | +10.1% |
| 1Y | +6.6% | +49.3% | -42.7% | +0.7% |
| 3Y | +28.4% | -61.8% | +90.2% | +25.1% |
| All | +9.4% | -69.8% | +79.2% | +5.5% |
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 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