+26.6%
USB vs FLNC
-67.0%
+93.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.7% | -8.1% | -1.8% |
| 7D | +2.1% | +6.0% | -3.9% | +1.7% |
| 30D | -2.3% | -16.3% | +14.1% | -1.2% |
| 3M | +13.9% | -54.1% | +68.0% | +19.1% |
| 6M | +21.6% | -25.3% | +46.9% | +20.0% |
| YTD | +19.3% | -44.2% | +63.5% | +19.2% |
| 1Y | +33.6% | +53.1% | -19.6% | +18.6% |
| 3Y | +97.7% | -58.3% | +156.0% | +83.5% |
| All | +26.6% | -67.0% | +93.6% | +19.2% |
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