+110.2%
T vs FLNC
-62.9%
+173.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +2.1% |
| 7D | +1.5% | -4.1% | +5.5% | +1.4% |
| 30D | +7.5% | -24.8% | +32.2% | +6.7% |
| 3M | +14.8% | -59.1% | +73.9% | +12.7% |
| 6M | -1.7% | -42.0% | +40.2% | -2.3% |
| YTD | +8.7% | -49.8% | +58.5% | +8.1% |
| 1Y | -7.5% | +43.1% | -50.5% | -6.3% |
| 3Y | +110.2% | -61.0% | +171.2% | +115.7% |
| All | +110.2% | -62.9% | +173.1% | +115.7% |
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 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