-100.0%
FCEL vs FLR
+520.6%
-620.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.2% | -4.2% | -5.3% |
| 7D | +14.8% | +10.1% | +4.7% | +9.9% |
| 30D | -33.9% | -0.5% | -33.4% | -32.9% |
| 3M | -52.7% | -4.8% | -47.9% | -50.6% |
| 6M | -40.0% | +10.7% | -50.7% | -40.6% |
| YTD | +40.2% | +25.0% | +15.3% | +29.0% |
| 1Y | +32.9% | +8.3% | +24.7% | +31.3% |
| 3Y | -66.8% | +36.8% | -103.7% | -71.2% |
| 5Y | -97.0% | +121.8% | -218.7% | -97.9% |
| 10Y | -99.1% | +9.2% | -108.2% | -99.3% |
| All | -100.0% | +520.6% | -620.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling