+5,623.1%
FLEX vs FCEL
-99.9%
+5,723.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +8.6% | +3.4% | +10.8% |
| 7D | -7.2% | +3.0% | -10.2% | -7.3% |
| 30D | -34.8% | -40.0% | +5.2% | -29.7% |
| 3M | -35.6% | -47.0% | +11.5% | -30.0% |
| 6M | -45.0% | -21.0% | -24.0% | -45.7% |
| YTD | +29.4% | +48.0% | -18.6% | +14.1% |
| 1Y | +24.8% | +43.9% | -19.1% | +9.7% |
| 3Y | +304.4% | -67.5% | +371.9% | +282.0% |
| 5Y | +484.1% | -96.7% | +580.7% | +605.5% |
| 10Y | +640.4% | -99.0% | +739.4% | +515.5% |
| All | +5,623.1% | -99.9% | +5,723.0% | +3,926.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling