+51.7%
QCOM vs FLNC
-70.4%
+122.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.5% |
| 7D | +7.8% | -4.1% | +11.9% | +8.4% |
| 30D | +12.2% | -24.8% | +37.0% | +16.7% |
| 3M | -9.9% | -59.1% | +49.2% | +1.8% |
| 6M | +36.9% | -42.0% | +78.9% | +42.5% |
| YTD | +8.0% | -49.8% | +57.8% | +12.7% |
| 1Y | +15.0% | +43.1% | -28.1% | -2.1% |
| 3Y | +75.8% | -61.0% | +136.8% | +62.7% |
| All | +51.7% | -70.4% | +122.1% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling