+61.7%
ON vs FLNC
-70.4%
+132.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.5% | +6.0% | +8.0% |
| 7D | +2.4% | -4.1% | +6.4% | +3.0% |
| 30D | -8.6% | -24.8% | +16.2% | -3.6% |
| 3M | -34.3% | -59.1% | +24.8% | -22.2% |
| 6M | +28.5% | -42.0% | +70.5% | +35.4% |
| YTD | +40.6% | -49.8% | +90.4% | +47.0% |
| 1Y | +55.3% | +43.1% | +12.2% | +19.2% |
| 3Y | -22.2% | -61.0% | +38.8% | -31.5% |
| All | +61.7% | -70.4% | +132.0% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling