+89.7%
RF vs FLNC
-62.1%
+151.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.3% | +7.7% | -0.1% |
| 7D | -0.1% | -4.2% | +4.0% | +0.1% |
| 30D | -4.0% | -20.0% | +16.0% | -2.9% |
| 3M | +5.6% | -56.9% | +62.4% | +10.0% |
| 6M | +13.1% | -35.5% | +48.6% | +12.6% |
| YTD | +13.6% | -48.8% | +62.4% | +13.6% |
| 1Y | +16.0% | +49.3% | -33.3% | +2.4% |
| All | +89.7% | -62.1% | +151.8% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling