+31.0%
XLB vs FLNC
-70.4%
+101.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | +0.2% |
| 7D | -2.8% | -4.1% | +1.2% | -2.6% |
| 30D | -3.1% | -24.8% | +21.7% | -1.4% |
| 3M | -0.2% | -59.1% | +58.9% | +5.4% |
| 6M | +3.1% | -42.0% | +45.0% | +4.1% |
| YTD | +13.3% | -49.8% | +63.1% | +14.5% |
| 1Y | +12.0% | +43.1% | -31.0% | +1.1% |
| 3Y | +31.4% | -61.0% | +92.4% | +24.0% |
| All | +31.0% | -70.4% | +101.3% | +18.6% |
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