+48.4%
QCOM vs FLNC
-72.5%
+120.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -2.5% |
| 7D | +4.3% | -11.2% | +15.5% | +5.8% |
| 30D | -0.1% | -24.6% | +24.6% | +3.6% |
| 3M | +5.2% | -64.6% | +69.8% | +19.4% |
| 6M | -18.4% | -78.8% | +60.5% | -3.0% |
| YTD | +2.4% | -76.3% | +78.7% | +17.3% |
| 1Y | +0.9% | -71.2% | +72.1% | +12.2% |
| 3Y | +48.4% | -71.9% | +120.3% | +46.0% |
| All | +48.4% | -72.5% | +120.9% | +46.0% |
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