+282.7%
FLEX vs FCEL
-68.7%
+351.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.6% | +1.5% | -3.2% |
| 7D | +7.5% | -2.8% | +10.3% | +8.0% |
| 30D | -25.3% | -31.6% | +6.4% | -21.0% |
| 3M | -39.7% | -52.4% | +12.7% | -33.7% |
| 6M | -47.9% | -51.4% | +3.5% | -44.3% |
| YTD | +24.1% | +32.4% | -8.3% | +16.8% |
| 1Y | +26.0% | +37.5% | -11.5% | +17.4% |
| 3Y | +282.7% | -69.3% | +352.0% | +297.7% |
| All | +282.7% | -68.7% | +351.4% | +297.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling