+644.7%
FLEX vs FCEL
-99.1%
+743.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.3% | -0.5% |
| 7D | +17.1% | +14.8% | +2.3% | +15.8% |
| 30D | -29.5% | -33.9% | +4.3% | -27.0% |
| 3M | -37.3% | -52.7% | +15.4% | -33.6% |
| 6M | -44.1% | -40.0% | -4.1% | -42.9% |
| YTD | +29.3% | +40.2% | -10.9% | +22.8% |
| 1Y | +24.2% | +32.9% | -8.8% | +17.9% |
| 3Y | +297.3% | -66.8% | +364.2% | +289.7% |
| 5Y | +446.2% | -97.0% | +543.1% | +496.7% |
| All | +644.7% | -99.1% | +743.8% | +717.7% |
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