+98.5%
FLEX vs FCEL
+269.1%
-170.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.2% |
| 7D | -0.9% | -15.8% | +14.9% | +1.4% |
| 30D | -10.1% | -29.3% | +19.1% | -6.0% |
| 3M | -31.3% | -30.1% | -1.2% | -29.0% |
| 6M | +71.3% | +74.4% | -3.2% | +53.9% |
| YTD | +81.2% | +104.5% | -23.3% | +58.5% |
| 1Y | +98.5% | +281.4% | -182.9% | +66.1% |
| All | +98.5% | +269.1% | -170.6% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 1y: compounded portfolio wealth divided by compounded FCEL 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…
1y analysis · Full analysis span regression · 6 months rolling