-69.7%
XYZ vs FLNC
-71.1%
+1.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.5% |
| 7D | -5.2% | -5.0% | -0.2% | -4.3% |
| 30D | 0.0% | -26.1% | +26.1% | +6.2% |
| 3M | +18.7% | -55.2% | +73.9% | +37.7% |
| 6M | +20.5% | -42.6% | +63.1% | +24.1% |
| YTD | +21.5% | -51.0% | +72.5% | +25.1% |
| 1Y | +7.2% | +43.3% | -36.1% | -24.0% |
| 3Y | +49.0% | -63.4% | +112.4% | +25.2% |
| All | -69.7% | -71.1% | +1.3% | -80.5% |
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