+86.8%
EWZ vs FLNC
-69.8%
+156.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.3% | +6.9% | -0.9% |
| 7D | -0.1% | -4.2% | +4.1% | +0.2% |
| 30D | +8.2% | -20.0% | +28.2% | +9.6% |
| 3M | +13.3% | -56.9% | +70.2% | +18.5% |
| 6M | +3.6% | -35.5% | +39.1% | +4.0% |
| YTD | +21.0% | -48.8% | +69.8% | +22.2% |
| 1Y | +34.7% | +49.3% | -14.6% | +24.1% |
| 3Y | +48.3% | -61.8% | +110.1% | +42.4% |
| All | +86.8% | -69.8% | +156.6% | +80.0% |
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