-71.3%
U vs FLNC
-69.8%
-1.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.3% | +7.8% | +2.0% |
| 7D | +4.4% | -4.2% | +8.5% | +5.5% |
| 30D | -1.3% | -20.0% | +18.7% | +4.9% |
| 3M | +49.6% | -56.9% | +106.4% | +86.3% |
| 6M | +100.2% | -35.5% | +135.7% | +97.4% |
| YTD | -3.7% | -48.8% | +45.1% | -1.5% |
| 1Y | -6.5% | +49.3% | -55.8% | -42.5% |
| 3Y | +12.9% | -61.8% | +74.7% | -8.4% |
| All | -71.3% | -69.8% | -1.5% | -83.0% |
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 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