+70.2%
EMR vs FLNC
-69.8%
+140.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.3% | +7.1% | -0.5% |
| 7D | +0.9% | -4.2% | +5.1% | +1.2% |
| 30D | -5.0% | -20.0% | +15.0% | -3.2% |
| 3M | +5.9% | -56.9% | +62.8% | +12.9% |
| 6M | +7.3% | -35.5% | +42.9% | +8.0% |
| YTD | +14.6% | -48.8% | +63.4% | +16.5% |
| 1Y | +15.6% | +49.3% | -33.6% | +3.7% |
| 3Y | +60.2% | -61.8% | +122.0% | +50.2% |
| All | +70.2% | -69.8% | +140.0% | +49.5% |
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