+145.0%
ALL vs FCEL
-96.5%
+241.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +11.5% | -16.0% | -4.4% |
| 7D | -1.9% | -11.2% | +9.3% | -2.0% |
| 30D | +13.8% | -45.8% | +59.6% | +13.5% |
| 3M | -7.0% | -51.0% | +44.0% | -7.2% |
| 6M | +18.0% | -22.2% | +40.3% | +16.9% |
| YTD | +24.2% | +36.3% | -12.1% | +22.0% |
| 1Y | +31.2% | +29.0% | +2.2% | +28.7% |
| 3Y | +107.5% | -70.9% | +178.4% | +108.0% |
| All | +145.0% | -96.5% | +241.5% | +173.2% |
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