+77.4%
XLI vs FLNC
-70.4%
+147.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.9% |
| 7D | -1.7% | -4.1% | +2.4% | -1.4% |
| 30D | -7.3% | -24.8% | +17.5% | -5.6% |
| 3M | -1.3% | -59.1% | +57.8% | +4.1% |
| 6M | +2.2% | -42.0% | +44.2% | +3.5% |
| YTD | +11.7% | -49.8% | +61.5% | +13.0% |
| 1Y | +14.3% | +43.1% | -28.8% | +4.3% |
| 3Y | +70.3% | -61.0% | +131.3% | +61.5% |
| All | +77.4% | -70.4% | +147.7% | +61.8% |
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 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