+53.3%
FLNC vs ES
+16.6%
+36.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.3% |
| 7D | -4.9% | +0.3% | -5.2% | -4.8% |
| 30D | -27.3% | -2.0% | -25.3% | -27.5% |
| 3M | -61.9% | +1.7% | -63.6% | -61.9% |
| 6M | -34.5% | -3.5% | -31.0% | -31.6% |
| YTD | -47.7% | +7.9% | -55.6% | -49.1% |
| 1Y | +53.3% | +17.2% | +36.2% | +27.3% |
| All | +53.3% | +16.6% | +36.8% | +27.3% |
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