+45.8%
EEM vs FLNC
-71.1%
+116.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.1% | -1.8% |
| 7D | -0.7% | -5.0% | +4.3% | -0.3% |
| 30D | +2.4% | -26.1% | +28.5% | +4.9% |
| 3M | +4.2% | -55.2% | +59.3% | +10.9% |
| 6M | +14.8% | -42.6% | +57.4% | +17.7% |
| YTD | +23.1% | -51.0% | +74.1% | +26.4% |
| 1Y | +32.5% | +43.3% | -10.8% | +21.9% |
| 3Y | +85.9% | -63.4% | +149.3% | +80.1% |
| All | +45.8% | -71.1% | +116.9% | +35.6% |
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