+29.1%
ABNB vs FCEL
-95.9%
+125.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.6% | +8.7% | +3.8% |
| 7D | -1.7% | -2.8% | +1.1% | -1.5% |
| 30D | +11.8% | -31.6% | +43.4% | +16.5% |
| 3M | +0.9% | -52.4% | +53.3% | +8.5% |
| 6M | +40.5% | -51.4% | +91.9% | +40.6% |
| YTD | +37.6% | +32.4% | +5.2% | +11.6% |
| 1Y | +54.1% | +37.5% | +16.6% | +22.5% |
| 3Y | +56.8% | -69.3% | +126.0% | +38.9% |
| 5Y | -9.6% | -97.1% | +87.6% | +27.3% |
| All | +29.1% | -95.9% | +125.0% | +67.5% |
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