+182.5%
TER vs FLNC
-70.4%
+252.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +2.1% |
| 7D | +6.4% | -4.1% | +10.4% | +7.1% |
| 30D | -5.7% | -24.8% | +19.1% | 0.0% |
| 3M | -0.4% | -59.1% | +58.7% | +19.7% |
| 6M | +25.8% | -42.0% | +67.8% | +34.1% |
| YTD | +96.4% | -49.8% | +146.2% | +109.7% |
| 1Y | +229.2% | +43.1% | +186.1% | +172.8% |
| 3Y | +288.1% | -61.0% | +349.1% | +259.8% |
| All | +182.5% | -70.4% | +252.8% | +141.7% |
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 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