-79.2%
VFC vs FLNC
-69.8%
-9.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.3% | +6.1% | -1.0% |
| 7D | -2.3% | -4.2% | +1.8% | -1.8% |
| 30D | -13.4% | -20.0% | +6.6% | -10.7% |
| 3M | -23.7% | -56.9% | +33.2% | -14.9% |
| 6M | -24.5% | -35.5% | +11.1% | -24.4% |
| YTD | -27.8% | -48.8% | +21.0% | -26.8% |
| 1Y | -13.5% | +49.3% | -62.7% | -31.0% |
| 3Y | -27.1% | -61.8% | +34.7% | -35.8% |
| All | -79.2% | -69.8% | -9.4% | -82.4% |
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