+53.3%
FLNC vs DTE
+3.0%
+50.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.1% |
| 7D | -4.9% | +0.2% | -5.0% | -4.8% |
| 30D | -27.3% | -2.6% | -24.7% | -28.3% |
| 3M | -61.9% | -3.9% | -58.0% | -63.0% |
| 6M | -34.5% | -7.9% | -26.6% | -34.6% |
| YTD | -47.7% | +7.2% | -54.9% | -55.7% |
| 1Y | +53.3% | +3.1% | +50.3% | +54.4% |
| All | +53.3% | +3.0% | +50.3% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling