+72.7%
VUG vs FLNC
-69.8%
+142.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.3% | +7.8% | +0.3% |
| 7D | +0.1% | -4.2% | +4.3% | +0.4% |
| 30D | -1.7% | -20.0% | +18.3% | +0.3% |
| 3M | +2.8% | -56.9% | +59.7% | +10.7% |
| 6M | +13.6% | -35.5% | +49.1% | +14.4% |
| YTD | +8.1% | -48.8% | +56.9% | +9.8% |
| 1Y | +13.1% | +49.3% | -36.2% | -1.1% |
| 3Y | +87.0% | -61.8% | +148.7% | +74.5% |
| All | +72.7% | -69.8% | +142.5% | +46.7% |
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 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