-68.4%
FLNC vs ET
+24.7%
-93.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -3.5% | +13.7% | +9.1% |
| 7D | -2.1% | -6.0% | +3.9% | -3.5% |
| 30D | -20.8% | -6.1% | -14.7% | -21.7% |
| 3M | -61.3% | -2.7% | -58.6% | -61.4% |
| 6M | -50.9% | +0.2% | -51.1% | -50.5% |
| YTD | -69.4% | +24.3% | -93.7% | -76.4% |
| 1Y | -68.4% | +26.4% | -94.8% | -76.6% |
| All | -68.4% | +24.7% | -93.1% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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