+53.3%
FLNC vs EL
+14.8%
+38.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | -0.2% |
| 7D | -4.9% | +0.8% | -5.7% | -5.3% |
| 30D | -27.3% | +19.8% | -47.1% | -34.8% |
| 3M | -61.9% | +25.7% | -87.6% | -66.9% |
| 6M | -34.5% | +5.4% | -39.9% | -35.2% |
| YTD | -47.7% | +0.2% | -47.9% | -41.0% |
| 1Y | +53.3% | +20.4% | +32.9% | +76.0% |
| All | +53.3% | +14.8% | +38.6% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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