-25.6%
EW vs FLNC
-67.0%
+41.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.7% | -10.2% | -3.8% |
| 7D | -4.4% | +6.0% | -10.4% | -4.7% |
| 30D | -3.3% | -16.3% | +13.0% | -2.6% |
| 3M | +1.0% | -54.1% | +55.1% | +4.3% |
| 6M | +6.2% | -25.3% | +31.5% | +5.4% |
| YTD | +1.7% | -44.2% | +45.9% | +1.8% |
| 1Y | +8.1% | +53.1% | -45.0% | -0.7% |
| 3Y | +17.1% | -58.3% | +75.4% | +12.0% |
| All | -25.6% | -67.0% | +41.5% | -31.4% |
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