+30.2%
EWJ vs FLNC
+53.3%
-23.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | +2.5% | -4.9% | +7.4% | +2.8% |
| 30D | +3.3% | -27.3% | +30.5% | +5.2% |
| 3M | +5.0% | -61.9% | +66.9% | +10.1% |
| 6M | +11.5% | -34.5% | +46.0% | +13.0% |
| YTD | +22.4% | -47.7% | +70.1% | +24.4% |
| 1Y | +30.2% | +53.3% | -23.1% | +29.3% |
| All | +30.2% | +53.3% | -23.1% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling