-72.3%
FLNC vs EFV
+95.1%
-167.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -4.0% | -3.7% |
| 7D | -5.0% | -2.0% | -3.0% | -1.2% |
| 30D | -26.1% | -0.2% | -25.9% | -25.8% |
| 3M | -55.2% | +9.1% | -64.3% | -61.6% |
| 6M | -42.6% | +11.7% | -54.3% | -53.3% |
| YTD | -51.0% | +17.0% | -68.1% | -63.2% |
| 1Y | +43.3% | +26.7% | +16.6% | -6.0% |
| 3Y | -63.4% | +90.2% | -153.6% | -89.3% |
| All | -72.3% | +95.1% | -167.4% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling