+60.5%
XOM vs FLNC
-62.9%
+123.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.4% |
| 7D | +4.1% | -4.1% | +8.1% | +4.1% |
| 30D | +4.6% | -24.8% | +29.4% | +4.9% |
| 3M | +14.0% | -59.1% | +73.1% | +15.3% |
| 6M | +11.0% | -42.0% | +52.9% | +11.0% |
| YTD | +40.7% | -49.8% | +90.5% | +40.7% |
| 1Y | +52.3% | +43.1% | +9.2% | +45.7% |
| 3Y | +60.5% | -61.0% | +121.4% | +52.3% |
| All | +60.5% | -62.9% | +123.3% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling