+58.1%
EWZ vs FLNC
-86.0%
+144.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.5% | +1.5% |
| 7D | +0.8% | -11.2% | +11.9% | +1.5% |
| 30D | -24.4% | -24.6% | +0.3% | -23.2% |
| 3M | -4.6% | -64.6% | +60.0% | +1.1% |
| 6M | -11.6% | -78.8% | +67.3% | -4.4% |
| YTD | +2.4% | -76.3% | +78.7% | +7.9% |
| 1Y | +2.1% | -71.2% | +73.3% | +5.8% |
| 3Y | +18.7% | -71.9% | +90.6% | +14.7% |
| 5Y | +54.2% | -87.5% | +141.7% | +58.5% |
| All | +58.1% | -86.0% | +144.1% | +59.0% |
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 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