+54.8%
RF vs FLNC
-69.8%
+124.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.3% | +7.7% | 0.0% |
| 7D | -0.1% | -4.2% | +4.0% | +0.1% |
| 30D | -4.0% | -20.0% | +16.0% | -2.6% |
| 3M | +5.6% | -56.9% | +62.4% | +11.5% |
| 6M | +13.1% | -35.5% | +48.6% | +12.8% |
| YTD | +13.6% | -48.8% | +62.4% | +13.9% |
| 1Y | +16.0% | +49.3% | -33.3% | +1.6% |
| 3Y | +90.2% | -61.8% | +152.0% | +76.0% |
| All | +54.8% | -69.8% | +124.6% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling