-2.2%
XRT vs FLNC
-70.4%
+68.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +1.1% |
| 7D | -3.2% | -4.1% | +0.9% | -2.8% |
| 30D | -4.5% | -24.8% | +20.3% | -1.7% |
| 3M | -3.1% | -59.1% | +56.0% | +5.7% |
| 6M | +4.2% | -42.0% | +46.2% | +5.5% |
| YTD | -0.1% | -49.8% | +49.7% | +1.0% |
| 1Y | -3.0% | +43.1% | -46.1% | -18.9% |
| 3Y | +41.8% | -61.0% | +102.7% | +28.7% |
| All | -2.2% | -70.4% | +68.2% | -17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling