+324.9%
TEVA vs FLNC
-70.4%
+395.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.4% | +1.8% |
| 7D | +2.0% | -4.1% | +6.1% | +2.3% |
| 30D | +1.0% | -24.8% | +25.7% | +3.0% |
| 3M | +7.3% | -59.1% | +66.4% | +14.0% |
| 6M | +21.7% | -42.0% | +63.7% | +22.6% |
| YTD | +18.8% | -49.8% | +68.6% | +19.6% |
| 1Y | +86.5% | +43.1% | +43.4% | +64.3% |
| 3Y | +269.4% | -61.0% | +330.4% | +243.5% |
| All | +324.9% | -70.4% | +395.2% | +254.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling