-71.6%
FLNC vs EL
-67.8%
-3.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.1% |
| 7D | -4.1% | -6.5% | +2.4% | -0.2% |
| 30D | -24.8% | +11.1% | -35.9% | -29.9% |
| 3M | -59.1% | +10.7% | -69.8% | -61.9% |
| 6M | -42.0% | +6.9% | -48.8% | -46.2% |
| YTD | -49.8% | -6.3% | -43.5% | -47.7% |
| 1Y | +43.1% | +13.5% | +29.6% | +33.2% |
| 3Y | -61.0% | -33.1% | -27.9% | -54.6% |
| All | -71.6% | -67.8% | -3.8% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling