+70.4%
QCOM vs FLNC
-62.1%
+132.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.3% | +9.7% | +2.4% |
| 7D | +4.4% | -4.2% | +8.5% | +4.8% |
| 30D | +9.4% | -20.0% | +29.4% | +12.3% |
| 3M | -13.7% | -56.9% | +43.2% | -4.8% |
| 6M | +28.9% | -35.5% | +64.4% | +32.4% |
| YTD | +4.7% | -48.8% | +53.6% | +9.1% |
| 1Y | +13.5% | +49.3% | -35.8% | +0.4% |
| All | +70.4% | -62.1% | +132.6% | +57.8% |
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