+32.1%
XLP vs FLNC
-69.8%
+101.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.3% | +7.2% | -1.1% |
| 7D | -2.9% | -4.2% | +1.3% | -2.9% |
| 30D | -2.2% | -20.0% | +17.8% | -2.1% |
| 3M | -0.6% | -56.9% | +56.3% | 0.0% |
| 6M | -2.2% | -35.5% | +33.4% | -2.5% |
| YTD | +8.3% | -48.8% | +57.1% | +8.0% |
| 1Y | +5.7% | +49.3% | -43.5% | +2.8% |
| 3Y | +25.7% | -61.8% | +87.4% | +23.9% |
| All | +32.1% | -69.8% | +101.9% | +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 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