+7.8%
USB vs FLNC
-58.3%
+66.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.4% | -3.9% | -0.5% |
| 7D | 0.0% | -7.9% | +7.9% | 0.0% |
| 30D | +5.8% | -31.3% | +37.1% | +5.4% |
| 3M | -6.0% | -60.1% | +54.1% | -7.1% |
| 6M | +7.8% | -61.1% | +68.9% | +6.5% |
| All | +7.8% | -58.3% | +66.1% | +6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling