-10.4%
FLUT vs FCEL
-99.1%
+88.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.7% | +5.3% | -1.2% |
| 7D | -2.6% | +15.1% | -17.7% | -3.0% |
| 30D | +5.4% | -16.4% | +21.8% | +5.6% |
| 3M | -10.8% | -5.3% | -5.5% | -11.5% |
| 6M | -9.2% | +124.5% | -133.7% | -13.2% |
| YTD | -53.8% | +126.7% | -180.5% | -55.9% |
| 1Y | -66.0% | +219.9% | -285.9% | -68.0% |
| 3Y | -44.7% | -61.6% | +17.0% | -46.2% |
| 5Y | -50.6% | -90.5% | +39.9% | -51.1% |
| 10Y | -10.4% | -99.1% | +88.7% | -7.5% |
| All | -10.4% | -99.1% | +88.7% | -7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling