+31.8%
ECL vs FLNC
-70.4%
+102.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.6% |
| 7D | -1.1% | -4.1% | +2.9% | -1.0% |
| 30D | -0.8% | -24.8% | +24.0% | +0.3% |
| 3M | +5.0% | -59.1% | +64.1% | +8.5% |
| 6M | +0.2% | -42.0% | +42.2% | +0.6% |
| YTD | +5.8% | -49.8% | +55.6% | +6.0% |
| 1Y | +1.5% | +43.1% | -41.5% | -6.5% |
| 3Y | +55.0% | -61.0% | +115.9% | +48.2% |
| All | +31.8% | -70.4% | +102.2% | +20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling