-61.0%
FLNC vs ET
+96.2%
-157.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.9% |
| 7D | -4.1% | +0.2% | -4.3% | -4.2% |
| 30D | -24.8% | +2.9% | -27.6% | -26.2% |
| 3M | -59.1% | +16.8% | -75.9% | -63.3% |
| 6M | -42.0% | +18.9% | -60.8% | -49.4% |
| YTD | -49.8% | +37.7% | -87.5% | -61.1% |
| 1Y | +43.1% | +32.4% | +10.6% | +14.3% |
| 3Y | -61.0% | +99.5% | -160.4% | -82.2% |
| All | -61.0% | +96.2% | -157.1% | -82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling