+47.7%
RF vs FLNC
-85.9%
+133.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.8% | +6.3% | 0.0% |
| 7D | +0.4% | -7.1% | +7.4% | +0.8% |
| 30D | +5.6% | -30.2% | +35.7% | +8.0% |
| 3M | -8.9% | -64.1% | +55.3% | -2.4% |
| 6M | +7.1% | -77.7% | +84.8% | +16.8% |
| YTD | +8.3% | -76.1% | +84.4% | +14.2% |
| 1Y | +16.8% | -75.4% | +92.2% | +22.0% |
| 3Y | +115.0% | -72.4% | +187.4% | +99.5% |
| 5Y | +46.4% | -87.4% | +133.8% | +39.9% |
| All | +47.7% | -85.9% | +133.6% | +38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling