+81.9%
RSG vs FLNC
-70.4%
+152.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.8% |
| 7D | 0.0% | -4.1% | +4.1% | 0.0% |
| 30D | +4.0% | -24.8% | +28.7% | +4.0% |
| 3M | +7.4% | -59.1% | +66.5% | +7.6% |
| 6M | +0.1% | -42.0% | +42.1% | -0.2% |
| YTD | +6.0% | -49.8% | +55.8% | +5.6% |
| 1Y | -3.0% | +43.1% | -46.1% | -5.6% |
| 3Y | +56.5% | -61.0% | +117.4% | +54.3% |
| All | +81.9% | -70.4% | +152.2% | +79.8% |
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