+3.6%
XLB vs FLNC
-30.5%
+34.2%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.3% | +7.3% | -0.9% |
| 7D | -2.9% | -4.2% | +1.2% | -2.9% |
| 30D | -3.4% | -20.0% | +16.6% | -3.1% |
| 3M | +1.6% | -56.9% | +58.5% | +2.7% |
| 6M | +3.6% | -35.5% | +39.2% | +6.4% |
| All | +3.6% | -30.5% | +34.2% | +6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling