+134.1%
PSX vs FLNC
-62.9%
+197.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | +0.3% |
| 7D | +1.7% | -4.1% | +5.8% | +1.8% |
| 30D | +15.6% | -24.8% | +40.4% | +16.7% |
| 3M | +46.5% | -59.1% | +105.6% | +50.8% |
| 6M | +55.0% | -42.0% | +97.0% | +55.5% |
| YTD | +105.3% | -49.8% | +155.1% | +105.3% |
| 1Y | +101.6% | +43.1% | +58.5% | +85.0% |
| 3Y | +134.1% | -61.0% | +195.1% | +110.3% |
| All | +134.1% | -62.9% | +197.0% | +110.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling