-31.0%
ZBH vs FLNC
-70.4%
+39.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.3% | +1.0% |
| 7D | -4.7% | -4.1% | -0.6% | -4.6% |
| 30D | -4.5% | -24.8% | +20.3% | -3.6% |
| 3M | +7.6% | -59.1% | +66.7% | +10.9% |
| 6M | +0.3% | -42.0% | +42.2% | +0.3% |
| YTD | +4.5% | -49.8% | +54.3% | +4.3% |
| 1Y | -9.4% | +43.1% | -52.5% | -17.1% |
| 3Y | -21.5% | -61.0% | +39.5% | -25.8% |
| All | -31.0% | -70.4% | +39.3% | -35.8% |
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