-5.7%
EIX vs FLNC
-63.7%
+58.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -1.1% |
| 7D | +0.8% | -5.0% | +5.8% | +0.9% |
| 30D | -18.8% | -26.1% | +7.3% | -18.2% |
| 3M | -19.7% | -55.2% | +35.5% | -18.1% |
| 6M | -18.2% | -42.6% | +24.4% | -18.2% |
| YTD | -1.7% | -51.0% | +49.3% | -1.8% |
| 1Y | +7.8% | +43.3% | -35.6% | +0.9% |
| All | -5.7% | -63.7% | +58.0% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling