+48.4%
RF vs FLNC
-84.8%
+133.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.5% |
| 7D | -1.3% | -16.2% | +14.8% | -0.2% |
| 30D | +4.6% | -28.1% | +32.8% | +6.8% |
| 3M | -8.4% | -61.3% | +52.8% | -2.5% |
| 6M | +8.9% | -79.9% | +88.7% | +19.7% |
| YTD | +8.8% | -74.3% | +83.1% | +14.2% |
| 1Y | +18.9% | -75.5% | +94.4% | +24.4% |
| 3Y | +116.0% | -70.4% | +186.4% | +99.5% |
| 5Y | +46.0% | -86.4% | +132.4% | +38.7% |
| All | +48.4% | -84.8% | +133.2% | +38.8% |
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