+12.7%
EW vs FLNC
-62.9%
+75.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.5% | -5.2% | -2.8% |
| 7D | -6.2% | -4.1% | -2.1% | -6.1% |
| 30D | -9.3% | -24.8% | +15.4% | -9.0% |
| 3M | -1.6% | -59.1% | +57.5% | -0.5% |
| 6M | -0.8% | -42.0% | +41.1% | -0.7% |
| YTD | -1.0% | -49.8% | +48.8% | -0.8% |
| 1Y | +8.2% | +43.1% | -34.9% | +5.3% |
| 3Y | +12.7% | -61.0% | +73.6% | +8.8% |
| All | +12.7% | -62.9% | +75.5% | +8.8% |
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