+47.8%
ADP vs FCEL
-74.5%
+122.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.5% | -12.8% | -1.0% |
| 7D | +3.2% | -11.2% | +14.5% | +3.1% |
| 30D | +14.9% | -45.8% | +60.7% | +14.1% |
| 3M | +11.6% | -51.0% | +62.6% | +10.9% |
| 6M | +48.5% | -22.2% | +70.7% | +46.4% |
| YTD | +20.6% | +36.3% | -15.7% | +18.5% |
| 1Y | +23.7% | +29.0% | -5.3% | +21.6% |
| 3Y | +47.8% | -70.9% | +118.7% | +43.8% |
| All | +47.8% | -74.5% | +122.3% | +43.8% |
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