+34.5%
XLP vs FLNC
-69.1%
+103.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.8% |
| 7D | -1.0% | -4.9% | +3.9% | -1.0% |
| 30D | -0.9% | -27.3% | +26.4% | -0.7% |
| 3M | +3.8% | -61.9% | +65.7% | +4.5% |
| 6M | -1.7% | -34.5% | +32.8% | -2.1% |
| YTD | +10.3% | -47.7% | +57.9% | +10.0% |
| 1Y | +7.8% | +53.3% | -45.5% | +4.8% |
| 3Y | +27.2% | -62.4% | +89.6% | +25.5% |
| All | +34.5% | -69.1% | +103.6% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling