+91.5%
USB vs FLNC
-72.6%
+164.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.4% | -3.9% | -0.7% |
| 7D | 0.0% | -7.9% | +7.9% | +0.3% |
| 30D | +5.8% | -31.3% | +37.1% | +7.4% |
| 3M | -6.0% | -60.1% | +54.1% | -2.4% |
| 6M | +7.8% | -61.1% | +68.9% | +9.5% |
| YTD | +14.6% | -73.4% | +87.9% | +17.8% |
| 1Y | +31.8% | -73.4% | +105.2% | +34.7% |
| 3Y | +91.5% | -71.9% | +163.4% | +75.9% |
| All | +91.5% | -72.6% | +164.1% | +75.9% |
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 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