+84.5%
EXE vs FLNC
-71.1%
+155.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.4% |
| 7D | -2.2% | -5.0% | +2.8% | -2.0% |
| 30D | -0.8% | -26.1% | +25.3% | +0.3% |
| 3M | +10.0% | -55.2% | +65.2% | +13.1% |
| 6M | -6.3% | -42.6% | +36.3% | -5.9% |
| YTD | -10.7% | -51.0% | +40.3% | -10.4% |
| 1Y | +2.7% | +43.3% | -40.7% | -4.8% |
| 3Y | +19.1% | -63.4% | +82.5% | +15.3% |
| All | +84.5% | -71.1% | +155.6% | +80.7% |
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