+24.1%
USB vs FLNC
-84.8%
+109.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.5% | -0.3% |
| 7D | -0.5% | -16.2% | +15.6% | +0.5% |
| 30D | +5.7% | -28.1% | +33.9% | +7.7% |
| 3M | -4.7% | -61.3% | +56.6% | +0.8% |
| 6M | +13.4% | -79.9% | +93.3% | +23.5% |
| YTD | +17.0% | -74.3% | +91.3% | +22.3% |
| 1Y | +32.4% | -75.5% | +107.9% | +38.0% |
| 3Y | +101.7% | -70.4% | +172.0% | +88.0% |
| 5Y | +24.4% | -86.4% | +110.8% | +23.9% |
| All | +24.1% | -84.8% | +109.0% | +22.4% |
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