+89.2%
EWZ vs FLNC
-71.1%
+160.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +1.5% |
| 7D | +1.1% | -5.0% | +6.1% | +1.4% |
| 30D | +13.5% | -26.1% | +39.6% | +15.5% |
| 3M | +15.2% | -55.2% | +70.4% | +20.3% |
| 6M | +3.7% | -42.6% | +46.3% | +4.9% |
| YTD | +22.5% | -51.0% | +73.5% | +24.1% |
| 1Y | +35.3% | +43.3% | -8.1% | +24.9% |
| 3Y | +50.2% | -63.4% | +113.6% | +44.6% |
| All | +89.2% | -71.1% | +160.3% | +82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling