-27.6%
EW vs FLNC
-70.4%
+42.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.5% | -5.2% | -2.9% |
| 7D | -6.2% | -4.1% | -2.1% | -6.0% |
| 30D | -9.3% | -24.8% | +15.4% | -8.2% |
| 3M | -1.6% | -59.1% | +57.5% | +2.2% |
| 6M | -0.8% | -42.0% | +41.1% | -0.3% |
| YTD | -1.0% | -49.8% | +48.8% | -0.5% |
| 1Y | +8.2% | +43.1% | -34.9% | -0.4% |
| 3Y | +12.7% | -61.0% | +73.6% | +7.8% |
| All | -27.6% | -70.4% | +42.8% | -32.9% |
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