+20.4%
XLV vs FLNC
+46.9%
-26.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.2% |
| 7D | -3.6% | -4.1% | +0.5% | -3.6% |
| 30D | -1.8% | -24.8% | +22.9% | -2.1% |
| 3M | +7.8% | -59.1% | +66.9% | +7.1% |
| 6M | +9.1% | -42.0% | +51.1% | +8.4% |
| YTD | +7.7% | -49.8% | +57.5% | +7.0% |
| 1Y | +20.4% | +43.1% | -22.7% | +16.3% |
| All | +20.4% | +46.9% | -26.5% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling