+5,008.5%
FLEX vs FCEL
-99.9%
+5,108.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +11.5% | -7.0% | +2.9% |
| 7D | -19.3% | -11.2% | -8.1% | -17.8% |
| 30D | -41.5% | -45.8% | +4.2% | -36.1% |
| 3M | -43.1% | -51.0% | +7.9% | -37.5% |
| 6M | -48.2% | -22.2% | -26.0% | -48.8% |
| YTD | +15.5% | +36.3% | -20.8% | +3.0% |
| 1Y | +10.2% | +29.0% | -18.8% | -1.7% |
| 3Y | +256.8% | -70.9% | +327.7% | +242.0% |
| 5Y | +408.2% | -96.3% | +504.5% | +502.4% |
| 10Y | +580.8% | -99.1% | +679.9% | +468.1% |
| All | +5,008.5% | -99.9% | +5,108.4% | +3,533.9% |
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