-68.4%
FLNC vs ES
-1.6%
-66.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +2.1% | +8.1% | +11.3% |
| 7D | -2.1% | +5.3% | -7.4% | +0.7% |
| 30D | -20.8% | +8.9% | -29.7% | -17.0% |
| 3M | -61.3% | -1.9% | -59.4% | -61.4% |
| 6M | -50.9% | +3.9% | -54.7% | -49.2% |
| YTD | -69.4% | +8.3% | -77.6% | -69.1% |
| 1Y | -68.4% | -0.1% | -68.3% | -67.7% |
| All | -68.4% | -1.6% | -66.8% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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