+144.1%
ETR vs FLNC
-70.4%
+214.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.4% |
| 7D | -1.8% | -4.1% | +2.2% | -1.7% |
| 30D | -1.8% | -24.8% | +23.0% | -1.3% |
| 3M | -3.6% | -59.1% | +55.5% | -2.4% |
| 6M | +2.6% | -42.0% | +44.6% | +2.6% |
| YTD | +16.0% | -49.8% | +65.8% | +16.0% |
| 1Y | +20.1% | +43.1% | -22.9% | +17.0% |
| 3Y | +143.6% | -61.0% | +204.5% | +139.8% |
| All | +144.1% | -70.4% | +214.4% | +141.0% |
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