+85.8%
EWZ vs FLNC
-69.1%
+154.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.8% |
| 7D | +6.5% | -4.9% | +11.4% | +6.8% |
| 30D | +4.8% | -27.3% | +32.1% | +6.8% |
| 3M | +9.9% | -61.9% | +71.8% | +15.7% |
| 6M | +1.9% | -34.5% | +36.4% | +2.3% |
| YTD | +20.3% | -47.7% | +68.0% | +21.4% |
| 1Y | +35.6% | +53.3% | -17.7% | +24.7% |
| 3Y | +43.4% | -62.4% | +105.9% | +38.0% |
| All | +85.8% | -69.1% | +154.9% | +78.8% |
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 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