-15.0%
RMD vs FLNC
-70.4%
+55.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.7% |
| 7D | -4.4% | -4.1% | -0.4% | -4.3% |
| 30D | -3.1% | -24.8% | +21.6% | -1.8% |
| 3M | +13.8% | -59.1% | +72.9% | +18.6% |
| 6M | -8.6% | -42.0% | +33.4% | -8.3% |
| YTD | -8.6% | -49.8% | +41.2% | -8.6% |
| 1Y | -19.7% | +43.1% | -62.8% | -27.9% |
| 3Y | +48.4% | -61.0% | +109.3% | +39.1% |
| All | -15.0% | -70.4% | +55.4% | -23.7% |
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