-39.3%
VG vs FLNC
-24.7%
-14.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | +1.7% | -4.9% | +6.6% | +2.0% |
| 30D | +16.0% | -27.3% | +43.3% | +18.5% |
| 3M | +9.7% | -61.9% | +71.6% | +17.6% |
| 6M | +29.6% | -34.5% | +64.1% | +26.6% |
| YTD | +112.0% | -47.7% | +159.7% | +110.5% |
| 1Y | +12.8% | +53.3% | -40.5% | -11.6% |
| All | -39.3% | -24.7% | -14.6% | -55.2% |
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