+43.1%
FLNC vs ES
+11.9%
+31.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.3% |
| 7D | -4.1% | -3.6% | -0.5% | -4.8% |
| 30D | -24.8% | -4.2% | -20.5% | -25.4% |
| 3M | -59.1% | +0.1% | -59.2% | -59.4% |
| 6M | -42.0% | -6.2% | -35.7% | -40.1% |
| YTD | -49.8% | +4.1% | -53.9% | -51.6% |
| 1Y | +43.1% | +10.2% | +32.9% | +17.7% |
| All | +43.1% | +11.9% | +31.1% | +17.7% |
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