+156.3%
EWT vs FLNC
-70.4%
+226.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.6% | +1.6% |
| 7D | -1.1% | -4.1% | +2.9% | -0.8% |
| 30D | +4.5% | -24.8% | +29.2% | +7.3% |
| 3M | +8.3% | -59.1% | +67.4% | +17.4% |
| 6M | +54.2% | -42.0% | +96.2% | +58.9% |
| YTD | +74.6% | -49.8% | +124.4% | +79.7% |
| 1Y | +84.9% | +43.1% | +41.8% | +69.0% |
| 3Y | +197.5% | -61.0% | +258.5% | +185.1% |
| All | +156.3% | -70.4% | +226.6% | +135.2% |
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