-34.3%
EFX vs FLNC
+46.9%
-81.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.6% |
| 7D | -4.5% | -4.1% | -0.5% | -4.6% |
| 30D | -6.1% | -24.8% | +18.7% | -6.6% |
| 3M | +6.2% | -59.1% | +65.3% | +5.4% |
| 6M | -11.2% | -42.0% | +30.8% | -11.3% |
| YTD | -21.4% | -49.8% | +28.4% | -22.8% |
| 1Y | -34.3% | +43.1% | -77.4% | -36.4% |
| All | -34.3% | +46.9% | -81.2% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling