+43.1%
FLNC vs EME
+21.8%
+21.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.8% | -2.0% |
| 7D | -4.1% | +3.5% | -7.6% | -7.2% |
| 30D | -24.8% | -6.3% | -18.4% | -19.6% |
| 3M | -59.1% | -3.8% | -55.3% | -57.0% |
| 6M | -42.0% | +8.5% | -50.5% | -47.3% |
| YTD | -49.8% | +27.8% | -77.6% | -64.5% |
| 1Y | +43.1% | +22.2% | +20.9% | -6.0% |
| All | +43.1% | +21.8% | +21.2% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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