+28.4%
USB vs FLNC
-69.1%
+97.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.3% |
| 7D | +1.4% | -4.9% | +6.3% | +1.8% |
| 30D | -1.3% | -27.3% | +26.0% | +0.7% |
| 3M | +15.2% | -61.9% | +77.1% | +22.0% |
| 6M | +18.8% | -34.5% | +53.3% | +18.5% |
| YTD | +21.0% | -47.7% | +68.7% | +21.4% |
| 1Y | +34.0% | +53.3% | -19.3% | +18.7% |
| 3Y | +95.3% | -62.4% | +157.7% | +82.8% |
| All | +28.4% | -69.1% | +97.5% | +21.5% |
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 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