+206.1%
XOM vs FLNC
-71.1%
+277.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.9% | +0.7% |
| 7D | +1.9% | -5.0% | +6.9% | +2.0% |
| 30D | +4.1% | -26.1% | +30.2% | +4.9% |
| 3M | +10.4% | -55.2% | +65.6% | +12.6% |
| 6M | +13.0% | -42.6% | +55.6% | +13.3% |
| YTD | +40.1% | -51.0% | +91.1% | +40.4% |
| 1Y | +51.1% | +43.3% | +7.8% | +42.3% |
| 3Y | +57.7% | -63.4% | +121.1% | +52.0% |
| All | +206.1% | -71.1% | +277.2% | +192.8% |
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