+98.0%
QLD vs FLNC
-84.8%
+182.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.2% | +3.9% |
| 7D | -1.2% | -16.2% | +15.0% | +2.6% |
| 30D | -15.7% | -28.1% | +12.4% | -9.9% |
| 3M | -10.0% | -61.3% | +51.2% | +8.0% |
| 6M | -11.2% | -79.9% | +68.6% | +17.9% |
| YTD | +16.4% | -74.3% | +90.7% | +39.1% |
| 1Y | +12.7% | -75.5% | +88.2% | +34.1% |
| 3Y | +152.3% | -70.4% | +222.7% | +126.4% |
| 5Y | +91.8% | -86.4% | +178.1% | +69.1% |
| All | +98.0% | -84.8% | +182.8% | +73.5% |
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