+42.6%
XLP vs FLNC
-86.6%
+129.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.1% | +9.2% | +0.2% |
| 7D | +2.3% | -10.7% | +13.1% | +2.4% |
| 30D | +9.1% | -33.9% | +43.0% | +9.3% |
| 3M | +7.9% | -61.2% | +69.0% | +8.4% |
| 6M | +9.6% | -79.7% | +89.3% | +10.5% |
| YTD | +19.4% | -75.2% | +94.6% | +19.6% |
| 1Y | +22.4% | -77.5% | +99.8% | +22.5% |
| 3Y | +43.2% | -71.4% | +114.6% | +40.0% |
| 5Y | +42.6% | -85.6% | +128.2% | +40.9% |
| All | +42.6% | -86.6% | +129.2% | +40.9% |
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 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