+51.3%
FE vs FLNC
-69.1%
+120.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.6% |
| 7D | +1.9% | -4.9% | +6.8% | +2.0% |
| 30D | -1.2% | -27.3% | +26.1% | -0.8% |
| 3M | +3.5% | -61.9% | +65.4% | +4.5% |
| 6M | -6.1% | -34.5% | +28.4% | -6.4% |
| YTD | +7.6% | -47.7% | +55.3% | +7.4% |
| 1Y | +11.9% | +53.3% | -41.4% | +8.3% |
| 3Y | +48.4% | -62.4% | +110.8% | +46.5% |
| All | +51.3% | -69.1% | +120.4% | +48.8% |
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