+54.3%
EFA vs FLNC
-70.4%
+124.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.8% |
| 7D | -1.5% | -4.1% | +2.5% | -1.3% |
| 30D | -1.7% | -24.8% | +23.1% | 0.0% |
| 3M | +3.5% | -59.1% | +62.6% | +8.9% |
| 6M | +9.5% | -42.0% | +51.4% | +10.8% |
| YTD | +12.9% | -49.8% | +62.7% | +14.2% |
| 1Y | +18.2% | +43.1% | -24.9% | +8.6% |
| 3Y | +64.8% | -61.0% | +125.8% | +58.1% |
| All | +54.3% | -70.4% | +124.6% | +40.1% |
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