+49.1%
ADP vs FCEL
-96.5%
+145.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.5% | -12.8% | -1.5% |
| 7D | +3.2% | -11.2% | +14.5% | +3.4% |
| 30D | +14.9% | -45.8% | +60.7% | +16.3% |
| 3M | +11.6% | -51.0% | +62.6% | +13.0% |
| 6M | +48.5% | -22.2% | +70.7% | +44.1% |
| YTD | +20.6% | +36.3% | -15.7% | +13.0% |
| 1Y | +23.7% | +29.0% | -5.3% | +15.8% |
| 3Y | +47.8% | -70.9% | +118.7% | +45.1% |
| All | +49.1% | -96.5% | +145.6% | +75.4% |
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