+47.8%
XLP vs FLNC
-86.0%
+133.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.4% |
| 7D | +2.5% | -11.2% | +13.7% | +2.6% |
| 30D | +7.3% | -24.6% | +31.9% | +7.4% |
| 3M | +8.1% | -64.6% | +72.7% | +8.6% |
| 6M | +10.5% | -78.8% | +89.3% | +11.3% |
| YTD | +21.2% | -76.3% | +97.5% | +21.3% |
| 1Y | +22.7% | -71.2% | +93.9% | +22.3% |
| 3Y | +44.8% | -71.9% | +116.7% | +41.5% |
| 5Y | +44.7% | -87.5% | +132.3% | +41.9% |
| All | +47.8% | -86.0% | +133.8% | +44.9% |
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