+47.7%
EEM vs FLNC
-70.4%
+118.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +1.0% |
| 7D | -1.3% | -4.1% | +2.8% | -1.0% |
| 30D | +2.1% | -24.8% | +26.8% | +4.5% |
| 3M | +1.0% | -59.1% | +60.1% | +8.3% |
| 6M | +15.9% | -42.0% | +57.9% | +18.8% |
| YTD | +24.6% | -49.8% | +74.4% | +27.7% |
| 1Y | +32.3% | +43.1% | -10.8% | +21.7% |
| 3Y | +85.9% | -61.0% | +146.9% | +79.0% |
| All | +47.7% | -70.4% | +118.0% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling