+119.3%
QLD vs FLNC
-69.1%
+188.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | 0.0% |
| 7D | +0.6% | -4.9% | +5.4% | +1.6% |
| 30D | -0.1% | -27.3% | +27.1% | +6.3% |
| 3M | -8.4% | -61.9% | +53.5% | +10.4% |
| 6M | +32.2% | -34.5% | +66.7% | +35.7% |
| YTD | +28.9% | -47.7% | +76.6% | +34.5% |
| 1Y | +43.8% | +53.3% | -9.5% | +10.7% |
| 3Y | +176.6% | -62.4% | +239.0% | +148.1% |
| All | +119.3% | -69.1% | +188.4% | +67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling