-7.5%
VMC vs FLNC
-39.2%
+31.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.2% |
| 7D | -3.7% | -5.0% | +1.3% | -3.7% |
| 30D | -12.8% | -26.1% | +13.3% | -13.2% |
| 3M | -7.9% | -55.2% | +47.3% | -8.9% |
| 6M | -7.5% | -42.6% | +35.1% | -4.8% |
| All | -7.5% | -39.2% | +31.7% | -4.8% |
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