-43.9%
FLUT vs FCEL
-59.7%
+15.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +18.8% | -18.2% | +0.1% |
| 7D | +3.8% | +4.0% | -0.2% | +3.6% |
| 30D | +6.3% | -13.1% | +19.4% | +6.5% |
| 3M | -4.0% | +14.6% | -18.6% | -6.0% |
| 6M | -10.3% | +133.7% | -144.0% | -17.3% |
| YTD | -53.2% | +143.0% | -196.1% | -57.1% |
| 1Y | -65.0% | +320.9% | -385.9% | -69.3% |
| 3Y | -43.9% | -58.9% | +15.0% | -48.2% |
| All | -43.9% | -59.7% | +15.8% | -48.2% |
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