+1,103.9%
FLEX vs FCEL
-99.1%
+1,203.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +18.8% | -14.4% | +2.9% |
| 7D | +7.0% | +4.0% | +3.0% | +6.5% |
| 30D | -5.8% | -13.1% | +7.3% | -5.1% |
| 3M | -24.2% | +14.6% | -38.8% | -25.9% |
| 6M | +90.8% | +133.7% | -42.9% | +74.5% |
| YTD | +89.2% | +143.0% | -53.8% | +71.8% |
| 1Y | +104.7% | +320.9% | -216.1% | +76.9% |
| 3Y | +478.1% | -58.9% | +537.0% | +451.8% |
| 5Y | +726.2% | -89.7% | +815.8% | +731.7% |
| All | +1,103.9% | -99.1% | +1,203.0% | +1,242.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling