-61.1%
W vs FLNC
-71.1%
+10.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.6% | -1.4% |
| 7D | +0.5% | -5.0% | +5.5% | +1.9% |
| 30D | -5.6% | -26.1% | +20.5% | +3.2% |
| 3M | +41.9% | -55.2% | +97.1% | +78.0% |
| 6M | +30.2% | -42.6% | +72.8% | +36.3% |
| YTD | -2.9% | -51.0% | +48.1% | +2.5% |
| 1Y | +11.6% | +43.3% | -31.8% | -31.9% |
| 3Y | +37.0% | -63.4% | +100.4% | +14.0% |
| All | -61.1% | -71.1% | +10.0% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling