-12.8%
VRSK vs FLNC
-42.9%
+30.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | +0.3% |
| 7D | -5.2% | -4.1% | -1.1% | -5.3% |
| 30D | -2.3% | -24.8% | +22.5% | -3.0% |
| 3M | -2.9% | -59.1% | +56.2% | -3.4% |
| 6M | -12.8% | -42.0% | +29.2% | -14.7% |
| All | -12.8% | -42.9% | +30.1% | -14.7% |
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