-20.3%
VFC vs FLNC
-62.9%
+42.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +1.9% | +4.0% |
| 7D | -1.4% | -4.1% | +2.7% | -0.9% |
| 30D | -9.0% | -24.8% | +15.8% | -5.5% |
| 3M | -24.2% | -59.1% | +34.9% | -15.2% |
| 6M | -18.5% | -42.0% | +23.5% | -17.2% |
| YTD | -25.9% | -49.8% | +23.9% | -24.8% |
| 1Y | -13.0% | +43.1% | -56.1% | -32.6% |
| 3Y | -20.3% | -61.0% | +40.6% | -34.6% |
| All | -20.3% | -62.9% | +42.5% | -34.6% |
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