-14.3%
RMD vs FLNC
-69.8%
+55.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.3% | +7.8% | -0.1% |
| 7D | -4.7% | -4.2% | -0.6% | -4.6% |
| 30D | +0.2% | -20.0% | +20.2% | +1.3% |
| 3M | +12.0% | -56.9% | +68.9% | +16.4% |
| 6M | -12.5% | -35.5% | +23.0% | -12.8% |
| YTD | -7.9% | -48.8% | +40.9% | -8.0% |
| 1Y | -20.4% | +49.3% | -69.6% | -28.8% |
| 3Y | +53.1% | -61.8% | +114.9% | +44.0% |
| All | -14.3% | -69.8% | +55.5% | -23.1% |
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