-48.2%
FLEX vs FCEL
-26.8%
-21.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +11.5% | -7.0% | +1.7% |
| 7D | -19.3% | -11.2% | -8.1% | -16.8% |
| 30D | -41.5% | -45.8% | +4.2% | -33.0% |
| 3M | -43.1% | -51.0% | +7.9% | -34.5% |
| 6M | -48.2% | -22.2% | -26.0% | -43.7% |
| All | -48.2% | -26.8% | -21.4% | -43.7% |
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 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