-71.6%
FLNC vs EME
+551.9%
-623.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.8% | -1.1% |
| 7D | -4.1% | +3.5% | -7.6% | -6.6% |
| 30D | -24.8% | -6.3% | -18.4% | -20.7% |
| 3M | -59.1% | -3.8% | -55.3% | -57.6% |
| 6M | -42.0% | +8.5% | -50.5% | -45.4% |
| YTD | -49.8% | +27.8% | -77.6% | -59.0% |
| 1Y | +43.1% | +22.2% | +20.9% | +23.0% |
| 3Y | -61.0% | +253.5% | -314.4% | -87.6% |
| All | -71.6% | +551.9% | -623.6% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling