+27.0%
ALL vs FCEL
+269.1%
-242.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.3% | -1.3% |
| 7D | 0.0% | -15.8% | +15.8% | -0.6% |
| 30D | -1.5% | -29.3% | +27.8% | -2.6% |
| 3M | +23.6% | -30.1% | +53.8% | +23.0% |
| 6M | +22.3% | +74.4% | -52.1% | +25.3% |
| YTD | +26.5% | +104.5% | -78.0% | +30.3% |
| 1Y | +27.0% | +281.4% | -254.4% | +31.0% |
| All | +27.0% | +269.1% | -242.1% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling