-70.3%
U vs FLNC
-70.4%
0.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.5% | +2.0% | +3.8% |
| 7D | +5.5% | -4.1% | +9.6% | +6.7% |
| 30D | -1.3% | -24.8% | +23.5% | +6.8% |
| 3M | +64.6% | -59.1% | +123.7% | +108.8% |
| 6M | +119.4% | -42.0% | +161.3% | +124.6% |
| YTD | -0.5% | -49.8% | +49.3% | +2.4% |
| 1Y | +1.3% | +43.1% | -41.8% | -36.8% |
| 3Y | +15.6% | -61.0% | +76.6% | -7.5% |
| All | -70.3% | -70.4% | 0.0% | -82.3% |
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 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