+117.6%
QLD vs FLNC
-69.8%
+187.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.3% | +7.7% | +1.1% |
| 7D | +1.9% | -4.2% | +6.1% | +2.6% |
| 30D | -1.8% | -20.0% | +18.2% | +2.5% |
| 3M | -0.1% | -56.9% | +56.8% | +17.3% |
| 6M | +32.6% | -35.5% | +68.1% | +36.3% |
| YTD | +27.9% | -48.8% | +76.7% | +33.9% |
| 1Y | +40.3% | +49.3% | -9.0% | +8.7% |
| 3Y | +182.5% | -61.8% | +244.3% | +151.1% |
| All | +117.6% | -69.8% | +187.4% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling