-99.2%
FCEL vs FLR
+18.3%
-117.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.6% | -5.0% |
| 7D | +6.3% | -6.9% | +13.1% | +9.3% |
| 30D | -18.8% | +1.1% | -19.9% | -19.2% |
| 3M | -3.8% | +14.3% | -18.2% | -7.6% |
| 6M | +121.1% | +19.1% | +102.0% | +107.6% |
| YTD | +113.3% | +35.1% | +78.1% | +91.9% |
| 1Y | +173.5% | +29.5% | +144.0% | +152.7% |
| 3Y | -63.9% | +53.0% | -116.9% | -68.6% |
| 5Y | -90.7% | +238.9% | -329.6% | -93.5% |
| All | -99.2% | +18.3% | -117.5% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling