-71.6%
FLNC vs ESTC
-50.7%
-21.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | -4.1% | -9.2% | +5.1% | +0.1% |
| 30D | -24.8% | +8.1% | -32.8% | -29.4% |
| 3M | -59.1% | +38.5% | -97.6% | -66.3% |
| 6M | -42.0% | +57.8% | -99.7% | -55.6% |
| YTD | -49.8% | +10.5% | -60.3% | -55.1% |
| 1Y | +43.1% | -6.4% | +49.5% | +36.8% |
| 3Y | -61.0% | +4.7% | -65.6% | -70.9% |
| All | -71.6% | -50.7% | -21.0% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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