-86.6%
FLNC vs ES
+2.4%
-89.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | -11.2% | +2.7% | -13.9% | -12.0% |
| 30D | -24.6% | +7.6% | -32.2% | -26.9% |
| 3M | -64.6% | +0.5% | -65.1% | -64.8% |
| 6M | -78.8% | +7.6% | -86.4% | -79.9% |
| YTD | -76.3% | +10.2% | -86.6% | -78.0% |
| 1Y | -71.2% | +1.8% | -73.0% | -72.3% |
| 3Y | -71.9% | +55.4% | -127.3% | -80.1% |
| 5Y | -87.5% | +7.3% | -94.8% | -87.4% |
| All | -86.6% | +2.4% | -89.0% | -87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling