+165.4%
XLE vs FLNC
-67.0%
+232.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.7% | -5.6% | +0.8% |
| 7D | 0.0% | +6.0% | -6.0% | -0.3% |
| 30D | +12.6% | -16.3% | +29.0% | +13.4% |
| 3M | +11.8% | -54.1% | +66.0% | +15.2% |
| 6M | +16.1% | -25.3% | +41.4% | +15.1% |
| YTD | +46.9% | -44.2% | +91.1% | +46.8% |
| 1Y | +53.3% | +53.1% | +0.1% | +41.2% |
| 3Y | +54.9% | -58.3% | +113.2% | +46.5% |
| All | +165.4% | -67.0% | +232.4% | +144.7% |
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 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