-71.6%
FLNC vs ESI
+64.1%
-135.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.0% |
| 7D | -4.1% | -4.6% | +0.6% | +0.7% |
| 30D | -24.8% | -10.5% | -14.3% | -16.1% |
| 3M | -59.1% | -19.8% | -39.3% | -48.8% |
| 6M | -42.0% | +5.8% | -47.8% | -47.3% |
| YTD | -49.8% | +38.3% | -88.1% | -65.4% |
| 1Y | +43.1% | +31.5% | +11.6% | +5.9% |
| 3Y | -61.0% | +80.7% | -141.6% | -80.4% |
| All | -71.6% | +64.1% | -135.8% | -83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling