+78.0%
T vs FLNC
-70.4%
+148.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +2.0% |
| 7D | +1.5% | -4.1% | +5.5% | +1.4% |
| 30D | +7.5% | -24.8% | +32.2% | +7.2% |
| 3M | +14.8% | -59.1% | +73.9% | +14.1% |
| 6M | -1.7% | -42.0% | +40.2% | -2.1% |
| YTD | +8.7% | -49.8% | +58.5% | +8.3% |
| 1Y | -7.5% | +43.1% | -50.5% | -8.3% |
| 3Y | +110.2% | -61.0% | +171.2% | +110.9% |
| All | +78.0% | -70.4% | +148.4% | +71.6% |
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