+32.1%
XLP vs FLNC
-71.1%
+103.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.3% | +0.1% |
| 7D | -2.5% | -5.0% | +2.5% | -2.5% |
| 30D | -1.9% | -26.1% | +24.2% | -1.7% |
| 3M | -2.1% | -55.2% | +53.0% | -1.7% |
| 6M | -1.8% | -42.6% | +40.7% | -2.0% |
| YTD | +8.3% | -51.0% | +59.3% | +8.1% |
| 1Y | +6.8% | +43.3% | -36.5% | +3.9% |
| 3Y | +25.7% | -63.4% | +89.1% | +24.0% |
| All | +32.1% | -71.1% | +103.2% | +29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling