+39.2%
VMC vs FLNC
-70.4%
+109.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.7% |
| 7D | -3.8% | -4.1% | +0.3% | -3.6% |
| 30D | -9.7% | -24.8% | +15.1% | -8.2% |
| 3M | -9.6% | -59.1% | +49.5% | -5.0% |
| 6M | -4.8% | -42.0% | +37.1% | -4.2% |
| YTD | -10.9% | -49.8% | +38.9% | -10.1% |
| 1Y | -15.6% | +43.1% | -58.7% | -23.4% |
| 3Y | +19.3% | -61.0% | +80.3% | +13.5% |
| All | +39.2% | -70.4% | +109.6% | +32.3% |
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