-40.8%
UPS vs FLNC
-71.1%
+30.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +1.1% |
| 7D | -3.4% | -5.0% | +1.6% | -3.1% |
| 30D | -2.7% | -26.1% | +23.3% | -0.7% |
| 3M | -1.6% | -55.2% | +53.5% | +3.7% |
| 6M | +2.3% | -42.6% | +44.9% | +4.0% |
| YTD | +5.6% | -51.0% | +56.6% | +7.1% |
| 1Y | +27.1% | +43.3% | -16.3% | +13.5% |
| 3Y | -26.3% | -63.4% | +37.1% | -30.7% |
| All | -40.8% | -71.1% | +30.3% | -45.9% |
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