-68.4%
FLNC vs DTE
+5.6%
-74.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +2.4% | +7.7% | +11.3% |
| 7D | -2.1% | +4.2% | -6.3% | -0.1% |
| 30D | -20.8% | +10.0% | -30.8% | -16.8% |
| 3M | -61.3% | -2.1% | -59.3% | -62.6% |
| 6M | -50.9% | -4.7% | -46.2% | -51.8% |
| YTD | -69.4% | +9.3% | -78.7% | -75.1% |
| 1Y | -68.4% | +6.6% | -75.0% | -73.4% |
| All | -68.4% | +5.6% | -74.0% | -73.4% |
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