+114.8%
ALL vs FCEL
-90.2%
+205.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +18.8% | -21.1% | -2.3% |
| 7D | -1.7% | +4.0% | -5.7% | -1.7% |
| 30D | -4.7% | -13.1% | +8.4% | -4.7% |
| 3M | +18.4% | +14.6% | +3.8% | +18.1% |
| 6M | +20.5% | +133.7% | -113.2% | +18.9% |
| YTD | +23.5% | +143.0% | -119.4% | +21.7% |
| 1Y | +29.0% | +320.9% | -291.9% | +25.4% |
| 3Y | +153.7% | -58.9% | +212.6% | +157.2% |
| 5Y | +114.8% | -89.7% | +204.4% | +125.4% |
| All | +114.8% | -90.2% | +205.0% | +125.4% |
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