+278.4%
TER vs FLNC
-63.7%
+342.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.7% | -2.7% |
| 7D | +9.4% | -5.0% | +14.4% | +10.4% |
| 30D | -2.4% | -26.1% | +23.7% | +3.5% |
| 3M | +6.5% | -55.2% | +61.7% | +24.5% |
| 6M | +23.2% | -42.6% | +65.8% | +31.9% |
| YTD | +91.5% | -51.0% | +142.5% | +105.9% |
| 1Y | +214.8% | +43.3% | +171.5% | +169.5% |
| All | +278.4% | -63.7% | +342.1% | +246.3% |
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