+20.3%
UL vs FLNC
-62.9%
+83.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.8% | +0.7% |
| 7D | -3.4% | -4.1% | +0.7% | -3.5% |
| 30D | +0.5% | -24.8% | +25.3% | 0.0% |
| 3M | +7.2% | -59.1% | +66.3% | +6.1% |
| 6M | -3.1% | -42.0% | +38.9% | -3.7% |
| YTD | -2.7% | -49.8% | +47.1% | -3.5% |
| 1Y | -10.2% | +43.1% | -53.3% | -11.1% |
| 3Y | +20.3% | -61.0% | +81.2% | +20.5% |
| All | +20.3% | -62.9% | +83.1% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling