+9.6%
PAYX vs FLNC
-70.4%
+80.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -1.9% | +0.5% |
| 7D | -4.9% | -4.1% | -0.8% | -4.7% |
| 30D | -3.8% | -24.8% | +21.0% | -2.9% |
| 3M | +17.9% | -59.1% | +77.0% | +21.3% |
| 6M | +26.1% | -42.0% | +68.0% | +26.5% |
| YTD | +6.7% | -49.8% | +56.5% | +6.9% |
| 1Y | -10.7% | +43.1% | -53.8% | -17.0% |
| 3Y | +7.0% | -61.0% | +67.9% | +2.4% |
| All | +9.6% | -70.4% | +80.0% | +4.7% |
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