-63.7%
XYZ vs FLNC
-87.7%
+24.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.1% |
| 7D | -1.1% | -11.2% | +10.1% | +1.4% |
| 30D | +11.5% | -24.6% | +36.1% | +17.7% |
| 3M | +1.8% | -64.6% | +66.4% | +24.6% |
| 6M | +21.2% | -78.8% | +100.0% | +58.1% |
| YTD | +29.9% | -76.3% | +106.3% | +53.9% |
| 1Y | +35.8% | -71.2% | +107.0% | +50.0% |
| 3Y | +62.6% | -71.9% | +134.5% | +30.9% |
| All | -63.7% | -87.7% | +24.0% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling