+96.7%
QLD vs FLNC
-85.9%
+182.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.8% | +6.1% | +0.8% |
| 7D | +12.5% | -7.1% | +19.6% | +14.1% |
| 30D | -15.7% | -30.2% | +14.5% | -9.4% |
| 3M | -11.9% | -64.1% | +52.2% | +7.4% |
| 6M | -10.3% | -77.7% | +67.5% | +17.1% |
| YTD | +15.6% | -76.1% | +91.7% | +40.2% |
| 1Y | +12.1% | -75.4% | +87.5% | +33.2% |
| 3Y | +150.7% | -72.4% | +223.0% | +128.2% |
| 5Y | +86.6% | -87.4% | +174.0% | +67.0% |
| All | +96.7% | -85.9% | +182.6% | +74.8% |
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