+1,663.9%
FLUT vs FCEL
-100.0%
+1,763.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.4% | +2.3% | -4.0% |
| 7D | -1.2% | +14.8% | -16.0% | -1.5% |
| 30D | +5.0% | -33.9% | +38.9% | +5.8% |
| 3M | -16.4% | -52.7% | +36.3% | -15.4% |
| 6M | -14.6% | -40.0% | +25.4% | -15.0% |
| YTD | -61.9% | +40.2% | -102.1% | -63.1% |
| 1Y | -65.0% | +32.9% | -98.0% | -66.2% |
| 3Y | -44.8% | -66.8% | +22.0% | -46.1% |
| 5Y | -49.9% | -97.0% | +47.1% | -49.4% |
| 10Y | -26.1% | -99.1% | +73.0% | -25.5% |
| All | +1,663.9% | -100.0% | +1,763.9% | +1,713.0% |
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