+80.6%
EXE vs FLNC
-70.4%
+151.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.6% | -2.2% |
| 7D | -3.1% | -4.1% | +0.9% | -3.0% |
| 30D | -0.9% | -24.8% | +23.9% | +0.1% |
| 3M | +9.6% | -59.1% | +68.7% | +13.1% |
| 6M | -11.6% | -42.0% | +30.4% | -11.2% |
| YTD | -12.6% | -49.8% | +37.2% | -12.4% |
| 1Y | +1.2% | +43.1% | -41.9% | -6.2% |
| 3Y | +18.0% | -61.0% | +79.0% | +13.7% |
| All | +80.6% | -70.4% | +151.0% | +76.8% |
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 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