+176.8%
TER vs FLNC
-67.0%
+243.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.7% | -2.5% | +2.8% |
| 7D | +11.0% | +6.0% | +5.0% | +9.6% |
| 30D | -1.9% | -16.3% | +14.5% | +1.9% |
| 3M | -0.7% | -54.1% | +53.5% | +16.7% |
| 6M | +36.4% | -25.3% | +61.7% | +38.0% |
| YTD | +92.4% | -44.2% | +136.6% | +101.2% |
| 1Y | +213.5% | +53.1% | +160.4% | +156.3% |
| 3Y | +277.2% | -58.3% | +335.5% | +245.6% |
| All | +176.8% | -67.0% | +243.8% | +131.9% |
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