-72.3%
FLNC vs ESI
+63.3%
-135.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.5% | +0.3% | +0.2% |
| 7D | -5.0% | -2.3% | -2.7% | -2.7% |
| 30D | -26.1% | -9.0% | -17.0% | -18.9% |
| 3M | -55.2% | -13.3% | -41.9% | -47.9% |
| 6M | -42.6% | +5.3% | -47.9% | -47.6% |
| YTD | -51.0% | +37.6% | -88.6% | -66.1% |
| 1Y | +43.3% | +33.6% | +9.7% | +4.4% |
| 3Y | -63.4% | +75.8% | -139.2% | -81.0% |
| All | -72.3% | +63.3% | -135.6% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling