+53.3%
FLNC vs ESI
+44.5%
+8.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.5% | -1.2% |
| 7D | -4.9% | +3.3% | -8.2% | -7.8% |
| 30D | -27.3% | -5.9% | -21.4% | -23.1% |
| 3M | -61.9% | -14.1% | -47.8% | -55.4% |
| 6M | -34.5% | +6.6% | -41.1% | -41.0% |
| YTD | -47.7% | +45.0% | -92.7% | -70.1% |
| 1Y | +53.3% | +41.5% | +11.9% | -1.5% |
| All | +53.3% | +44.5% | +8.8% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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