-100.0%
FCEL vs FLR
+603.8%
-703.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +3.0% |
| 7D | -15.8% | +5.4% | -21.2% | -18.1% |
| 30D | -29.3% | +11.4% | -40.7% | -33.6% |
| 3M | -30.1% | +11.4% | -41.5% | -32.9% |
| 6M | +74.4% | +16.6% | +57.8% | +61.9% |
| YTD | +104.5% | +41.7% | +62.8% | +73.7% |
| 1Y | +281.4% | +35.4% | +246.0% | +235.0% |
| 3Y | -66.1% | +57.3% | -123.4% | -72.9% |
| 5Y | -91.9% | +241.0% | -332.8% | -95.5% |
| 10Y | -99.2% | +16.6% | -115.9% | -99.5% |
| All | -100.0% | +603.8% | -703.8% | -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