-90.5%
FCEL vs FLR
+245.1%
-335.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.2% | -3.5% | -4.6% |
| 7D | +15.1% | -3.1% | +18.2% | +17.7% |
| 30D | -16.4% | +4.9% | -21.4% | -19.3% |
| 3M | -5.3% | +10.8% | -16.1% | -10.7% |
| 6M | +124.5% | +19.7% | +104.9% | +96.8% |
| YTD | +126.7% | +38.4% | +88.3% | +80.9% |
| 1Y | +219.9% | +34.7% | +185.2% | +164.7% |
| 3Y | -61.6% | +56.7% | -118.3% | -73.0% |
| 5Y | -90.5% | +241.6% | -332.1% | -95.7% |
| All | -90.5% | +245.1% | -335.6% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling