+62.6%
XYZ vs FLNC
-72.5%
+135.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +2.9% |
| 7D | -1.1% | -11.2% | +10.1% | +0.2% |
| 30D | +11.5% | -24.6% | +36.1% | +14.7% |
| 3M | +1.8% | -64.6% | +66.4% | +12.7% |
| 6M | +21.2% | -78.8% | +100.0% | +38.9% |
| YTD | +29.9% | -76.3% | +106.3% | +43.3% |
| 1Y | +35.8% | -71.2% | +107.0% | +44.9% |
| 3Y | +62.6% | -71.9% | +134.5% | +54.4% |
| All | +62.6% | -72.5% | +135.1% | +54.4% |
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 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