-1.1%
XRT vs FLNC
-67.0%
+65.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.7% | -8.8% | -2.9% |
| 7D | -0.3% | +6.0% | -6.2% | -0.9% |
| 30D | -5.6% | -16.3% | +10.7% | -4.0% |
| 3M | +2.5% | -54.1% | +56.7% | +10.4% |
| 6M | +3.7% | -25.3% | +29.0% | +1.8% |
| YTD | +1.0% | -44.2% | +45.2% | +1.0% |
| 1Y | -1.2% | +53.1% | -54.3% | -17.8% |
| 3Y | +43.4% | -58.3% | +101.7% | +29.7% |
| All | -1.1% | -67.0% | +65.9% | -17.8% |
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