+32.1%
XLB vs FLNC
-69.8%
+101.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.3% | +7.3% | -0.5% |
| 7D | -2.9% | -4.2% | +1.2% | -2.7% |
| 30D | -3.4% | -20.0% | +16.6% | -2.0% |
| 3M | +1.6% | -56.9% | +58.5% | +6.8% |
| 6M | +3.6% | -35.5% | +39.2% | +3.8% |
| YTD | +14.2% | -48.8% | +63.1% | +15.3% |
| 1Y | +15.6% | +49.3% | -33.7% | +4.0% |
| 3Y | +33.1% | -61.8% | +94.9% | +25.9% |
| All | +32.1% | -69.8% | +101.9% | +19.5% |
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