-71.1%
FLNC vs EL
-67.3%
-3.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.9% | -5.5% | -6.7% |
| 7D | -4.2% | -2.4% | -1.8% | -2.8% |
| 30D | -20.0% | +13.7% | -33.7% | -26.4% |
| 3M | -56.9% | +14.5% | -71.4% | -60.5% |
| 6M | -35.5% | +7.4% | -42.9% | -40.4% |
| YTD | -48.8% | -4.7% | -44.1% | -47.2% |
| 1Y | +49.3% | +12.9% | +36.3% | +39.3% |
| 3Y | -61.8% | -32.2% | -29.6% | -55.8% |
| All | -71.1% | -67.3% | -3.8% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling