+449.4%
FLEX vs FCEL
-64.7%
+514.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.3% |
| 7D | -0.9% | -15.8% | +14.9% | +1.0% |
| 30D | -10.1% | -29.3% | +19.1% | -6.7% |
| 3M | -31.3% | -30.1% | -1.2% | -29.7% |
| 6M | +71.3% | +74.4% | -3.2% | +55.6% |
| YTD | +81.2% | +104.5% | -23.3% | +61.1% |
| 1Y | +98.5% | +281.4% | -182.9% | +63.4% |
| All | +449.4% | -64.7% | +514.1% | +444.8% |
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