+45.3%
XLU vs FLNC
-70.4%
+115.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.4% |
| 7D | -1.6% | -4.1% | +2.5% | -1.5% |
| 30D | -3.3% | -24.8% | +21.5% | -2.5% |
| 3M | -3.2% | -59.1% | +55.9% | -0.8% |
| 6M | -7.0% | -42.0% | +35.0% | -6.8% |
| YTD | +0.6% | -49.8% | +50.4% | +0.8% |
| 1Y | +2.4% | +43.1% | -40.6% | -2.9% |
| 3Y | +46.3% | -61.0% | +107.2% | +41.9% |
| All | +45.3% | -70.4% | +115.7% | +35.7% |
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