+277.6%
RMBS vs FLNC
-69.8%
+347.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.3% | +9.2% | +2.6% |
| 7D | +3.5% | -4.2% | +7.6% | +4.2% |
| 30D | -8.6% | -20.0% | +11.4% | -4.4% |
| 3M | -40.3% | -56.9% | +16.6% | -29.2% |
| 6M | -1.0% | -35.5% | +34.6% | +4.1% |
| YTD | -4.6% | -48.8% | +44.2% | +2.6% |
| 1Y | +17.6% | +49.3% | -31.7% | 0.0% |
| 3Y | +58.6% | -61.8% | +120.4% | +50.1% |
| All | +277.6% | -69.8% | +347.4% | +211.3% |
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