-60.1%
W vs FLNC
-67.0%
+7.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.7% | -6.1% | -1.5% |
| 7D | +6.5% | +6.0% | +0.5% | +4.5% |
| 30D | -6.2% | -16.3% | +10.1% | -1.2% |
| 3M | +48.9% | -54.1% | +103.0% | +85.5% |
| 6M | +31.2% | -25.3% | +56.5% | +25.8% |
| YTD | -0.4% | -44.2% | +43.7% | +1.2% |
| 1Y | +14.8% | +53.1% | -38.3% | -30.9% |
| 3Y | +40.5% | -58.3% | +98.8% | +12.5% |
| All | -60.1% | -67.0% | +7.0% | -73.9% |
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