+23.1%
YUM vs FLNC
-70.4%
+93.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.6% | -2.2% |
| 7D | -6.1% | -4.1% | -2.0% | -6.0% |
| 30D | -5.8% | -24.8% | +18.9% | -5.1% |
| 3M | -7.6% | -59.1% | +51.5% | -5.4% |
| 6M | -9.1% | -42.0% | +32.8% | -9.1% |
| YTD | -5.5% | -49.8% | +44.3% | -5.6% |
| 1Y | -3.7% | +43.1% | -46.8% | -10.1% |
| 3Y | +17.8% | -61.0% | +78.8% | +13.4% |
| All | +23.1% | -70.4% | +93.4% | +14.1% |
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