-44.7%
FLUT vs FCEL
-66.8%
+22.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.4% | +2.3% | -4.0% |
| 7D | -1.2% | +14.8% | -16.0% | -1.4% |
| 30D | +5.0% | -33.9% | +38.9% | +5.6% |
| 3M | -16.4% | -52.7% | +36.3% | -15.5% |
| 6M | -14.6% | -40.0% | +25.4% | -15.8% |
| YTD | -61.9% | +40.2% | -102.1% | -64.4% |
| 1Y | -65.0% | +32.9% | -98.0% | -67.4% |
| All | -44.7% | -66.8% | +22.1% | -47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling