-71.6%
FLNC vs DTE
+36.1%
-107.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.9% |
| 7D | -4.1% | -2.6% | -1.5% | -3.2% |
| 30D | -24.8% | -4.4% | -20.4% | -23.6% |
| 3M | -59.1% | -8.3% | -50.8% | -58.2% |
| 6M | -42.0% | -8.1% | -33.9% | -41.1% |
| YTD | -49.8% | +4.4% | -54.2% | -52.6% |
| 1Y | +43.1% | +0.2% | +42.9% | +38.4% |
| 3Y | -61.0% | +42.6% | -103.6% | -70.2% |
| All | -71.6% | +36.1% | -107.7% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling