-69.3%
FCEL vs FLR
+35.7%
-104.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -4.7% |
| 7D | -2.8% | +5.4% | -8.2% | -6.4% |
| 30D | -31.6% | +2.8% | -34.5% | -32.0% |
| 3M | -52.4% | -6.4% | -46.0% | -48.8% |
| 6M | -51.4% | +8.8% | -60.2% | -51.9% |
| YTD | +32.4% | +23.6% | +8.8% | +15.8% |
| 1Y | +37.5% | +13.8% | +23.7% | +27.7% |
| 3Y | -69.3% | +36.5% | -105.7% | -79.8% |
| All | -69.3% | +35.7% | -104.9% | -79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling