+68.7%
ED vs FLNC
-67.0%
+135.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.7% | -5.8% | +1.0% |
| 7D | +0.5% | +6.0% | -5.4% | +0.6% |
| 30D | +1.1% | -16.3% | +17.4% | +0.9% |
| 3M | +4.6% | -54.1% | +58.8% | +4.0% |
| 6M | -2.0% | -25.3% | +23.3% | -2.2% |
| YTD | +11.7% | -44.2% | +55.9% | +11.4% |
| 1Y | +15.7% | +53.1% | -37.4% | +15.3% |
| 3Y | +34.4% | -58.3% | +92.7% | +35.2% |
| All | +68.7% | -67.0% | +135.7% | +68.2% |
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