-93.1%
FCEL vs FLNC
-71.1%
-22.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.2% | -1.7% | -4.0% |
| 7D | +6.3% | -5.0% | +11.3% | +9.2% |
| 30D | -18.8% | -26.1% | +7.3% | -6.8% |
| 3M | -3.8% | -55.2% | +51.4% | +40.8% |
| 6M | +121.1% | -42.6% | +163.7% | +157.6% |
| YTD | +113.3% | -51.0% | +164.3% | +153.2% |
| 1Y | +173.5% | +43.3% | +130.2% | +81.5% |
| 3Y | -63.9% | -63.4% | -0.5% | -63.8% |
| All | -93.1% | -71.1% | -22.1% | -91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling