-61.9%
FCEL vs FLNC
-62.9%
+1.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +0.9% |
| 7D | +6.3% | -4.1% | +10.3% | +8.5% |
| 30D | -26.7% | -24.8% | -1.9% | -17.8% |
| 3M | -10.2% | -59.1% | +48.9% | +29.0% |
| 6M | +123.5% | -42.0% | +165.5% | +160.2% |
| YTD | +117.4% | -49.8% | +167.2% | +156.7% |
| 1Y | +146.0% | +43.1% | +102.9% | +82.3% |
| 3Y | -61.9% | -61.0% | -0.9% | -60.6% |
| All | -61.9% | -62.9% | +1.0% | -60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling