-61.0%
FLNC vs EFV
+90.2%
-151.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +0.5% |
| 7D | -4.1% | -0.8% | -3.3% | -2.6% |
| 30D | -24.8% | +0.6% | -25.4% | -25.6% |
| 3M | -59.1% | +7.5% | -66.6% | -63.8% |
| 6M | -42.0% | +13.0% | -55.0% | -53.3% |
| YTD | -49.8% | +18.3% | -68.1% | -62.5% |
| 1Y | +43.1% | +26.7% | +16.4% | -4.2% |
| 3Y | -61.0% | +89.6% | -150.5% | -89.5% |
| All | -61.0% | +90.2% | -151.2% | -89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling