-87.6%
FLNC vs ESTC
-52.1%
-35.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.7% |
| 7D | -11.2% | +2.4% | -13.6% | -12.1% |
| 30D | -24.6% | -4.2% | -20.4% | -22.8% |
| 3M | -64.6% | +2.5% | -67.1% | -65.8% |
| 6M | -78.8% | +81.5% | -160.3% | -84.7% |
| YTD | -76.3% | +16.8% | -93.2% | -79.3% |
| 1Y | -71.2% | -3.5% | -67.7% | -72.5% |
| 3Y | -71.9% | +17.7% | -89.6% | -80.1% |
| All | -87.6% | -52.1% | -35.5% | -91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling