-68.4%
FLNC vs EFV
+25.8%
-94.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +3.1% | +7.0% | +4.5% |
| 7D | -2.1% | +2.9% | -5.0% | -6.8% |
| 30D | -20.8% | +3.6% | -24.4% | -25.4% |
| 3M | -61.3% | -0.1% | -61.2% | -61.3% |
| 6M | -50.9% | +9.6% | -60.5% | -58.3% |
| YTD | -69.4% | +17.0% | -86.3% | -79.4% |
| 1Y | -68.4% | +25.7% | -94.1% | -83.1% |
| All | -68.4% | +25.8% | -94.2% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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