+13.3%
RMBS vs FLNC
+53.3%
-40.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.1% | +1.0% |
| 7D | -0.3% | -4.9% | +4.5% | +0.9% |
| 30D | -12.2% | -27.3% | +15.1% | -5.1% |
| 3M | -49.5% | -61.9% | +12.3% | -37.1% |
| 6M | -7.1% | -34.5% | +27.3% | -0.7% |
| YTD | -7.0% | -47.7% | +40.7% | +0.8% |
| 1Y | +13.3% | +53.3% | -40.0% | +18.4% |
| All | +13.3% | +53.3% | -40.0% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling