+71.3%
FLEX vs FCEL
+83.4%
-12.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.2% |
| 7D | -0.9% | -15.8% | +14.9% | +1.5% |
| 30D | -10.1% | -29.3% | +19.1% | -5.7% |
| 3M | -31.3% | -30.1% | -1.2% | -27.8% |
| 6M | +71.3% | +74.4% | -3.2% | +70.4% |
| All | +71.3% | +83.4% | -12.2% | +70.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling