+167.7%
XLE vs FLNC
-86.0%
+253.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.0% |
| 7D | +5.4% | -11.2% | +16.6% | +5.9% |
| 30D | -3.9% | -24.6% | +20.7% | -3.1% |
| 3M | +7.0% | -64.6% | +71.6% | +11.2% |
| 6M | +14.2% | -78.8% | +93.0% | +20.3% |
| YTD | +48.2% | -76.3% | +124.5% | +52.9% |
| 1Y | +47.7% | -71.2% | +118.9% | +50.0% |
| 3Y | +70.0% | -71.9% | +141.9% | +60.4% |
| 5Y | +169.1% | -87.5% | +256.7% | +160.0% |
| All | +167.7% | -86.0% | +253.8% | +154.8% |
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