+17.2%
XLY vs FLNC
-70.4%
+87.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.6% |
| 7D | -1.7% | -4.1% | +2.4% | -1.4% |
| 30D | -4.2% | -24.8% | +20.6% | -1.6% |
| 3M | -2.7% | -59.1% | +56.4% | +5.6% |
| 6M | -0.6% | -42.0% | +41.3% | +0.8% |
| YTD | -5.0% | -49.8% | +44.8% | -3.7% |
| 1Y | -4.1% | +43.1% | -47.2% | -17.8% |
| 3Y | +33.6% | -61.0% | +94.6% | +22.5% |
| All | +17.2% | -70.4% | +87.5% | -3.4% |
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