+8.5%
EMB vs FLNC
-70.4%
+78.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.2% |
| 7D | -1.2% | -4.1% | +2.9% | -1.1% |
| 30D | -1.3% | -24.8% | +23.5% | -0.4% |
| 3M | -1.8% | -59.1% | +57.3% | +0.8% |
| 6M | +0.2% | -42.0% | +42.2% | +0.7% |
| YTD | +0.4% | -49.8% | +50.2% | +0.8% |
| 1Y | +2.8% | +43.1% | -40.3% | -2.2% |
| 3Y | +29.1% | -61.0% | +90.1% | +25.7% |
| All | +8.5% | -70.4% | +78.8% | +1.2% |
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