+29.9%
ECL vs FLNC
-69.8%
+99.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.3% | +6.2% | -1.8% |
| 7D | -2.7% | -4.2% | +1.4% | -2.6% |
| 30D | -4.3% | -20.0% | +15.7% | -3.5% |
| 3M | +3.2% | -56.9% | +60.1% | +6.4% |
| 6M | -2.9% | -35.5% | +32.6% | -3.1% |
| YTD | +4.3% | -48.8% | +53.1% | +4.4% |
| 1Y | +1.6% | +49.3% | -47.6% | -6.6% |
| 3Y | +54.3% | -61.8% | +116.0% | +48.1% |
| All | +29.9% | -69.8% | +99.7% | +19.0% |
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