-57.3%
TE vs FLNC
-70.4%
+13.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | -0.3% |
| 7D | +0.2% | -4.1% | +4.3% | +1.9% |
| 30D | -5.9% | -24.8% | +18.9% | +5.1% |
| 3M | -45.6% | -59.1% | +13.5% | -22.8% |
| 6M | -43.4% | -42.0% | -1.4% | -36.4% |
| YTD | -31.0% | -49.8% | +18.8% | -20.5% |
| 1Y | +145.2% | +43.1% | +102.1% | +83.5% |
| 3Y | -24.1% | -61.0% | +36.9% | -24.0% |
| All | -57.3% | -70.4% | +13.0% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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