-49.2%
FLUT vs FCEL
-90.2%
+40.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +18.8% | -18.2% | -0.6% |
| 7D | +3.8% | +4.0% | -0.2% | +3.3% |
| 30D | +6.3% | -13.1% | +19.4% | +6.7% |
| 3M | -4.0% | +14.6% | -18.6% | -7.7% |
| 6M | -10.3% | +133.7% | -144.0% | -21.7% |
| YTD | -53.2% | +143.0% | -196.1% | -59.6% |
| 1Y | -65.0% | +320.9% | -385.9% | -72.0% |
| 3Y | -43.9% | -58.9% | +15.0% | -46.6% |
| 5Y | -49.2% | -89.7% | +40.4% | -45.5% |
| All | -49.2% | -90.2% | +40.9% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling