+53.7%
RMBS vs FLNC
-62.9%
+116.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.3% |
| 7D | +1.8% | -4.1% | +5.8% | +2.6% |
| 30D | -13.9% | -24.8% | +10.9% | -8.3% |
| 3M | -39.8% | -59.1% | +19.3% | -27.0% |
| 6M | -6.0% | -42.0% | +36.0% | +1.6% |
| YTD | -5.4% | -49.8% | +44.4% | +2.8% |
| 1Y | -1.8% | +43.1% | -44.9% | -16.1% |
| 3Y | +53.7% | -61.0% | +114.6% | +43.0% |
| All | +53.7% | -62.9% | +116.5% | +43.0% |
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