+27.1%
XLP vs FLNC
-59.3%
+86.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.7% | -7.3% | -0.6% |
| 7D | -1.4% | +6.0% | -7.4% | -1.4% |
| 30D | -1.3% | -16.3% | +15.0% | -1.4% |
| 3M | +1.8% | -54.1% | +56.0% | +1.7% |
| 6M | -0.8% | -25.3% | +24.5% | -1.3% |
| YTD | +9.5% | -44.2% | +53.7% | +9.1% |
| 1Y | +7.2% | +53.1% | -45.9% | +5.2% |
| 3Y | +27.1% | -58.3% | +85.4% | +27.0% |
| All | +27.1% | -59.3% | +86.4% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling