+31.4%
XLB vs FLNC
-62.9%
+94.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | +0.3% |
| 7D | -2.8% | -4.1% | +1.2% | -2.7% |
| 30D | -3.1% | -24.8% | +21.7% | -1.9% |
| 3M | -0.2% | -59.1% | +58.9% | +3.8% |
| 6M | +3.1% | -42.0% | +45.0% | +3.9% |
| YTD | +13.3% | -49.8% | +63.1% | +14.3% |
| 1Y | +12.0% | +43.1% | -31.0% | +3.5% |
| 3Y | +31.4% | -61.0% | +92.4% | +26.7% |
| All | +31.4% | -62.9% | +94.3% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling