+3,716.0%
ALL vs FCEL
-99.8%
+3,815.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.3% | -1.4% |
| 7D | 0.0% | -15.8% | +15.8% | +0.9% |
| 30D | -1.5% | -29.3% | +27.8% | +0.1% |
| 3M | +23.6% | -30.1% | +53.8% | +23.4% |
| 6M | +22.3% | +74.4% | -52.1% | +14.0% |
| YTD | +26.5% | +104.5% | -78.0% | +16.1% |
| 1Y | +27.0% | +281.4% | -254.4% | +10.6% |
| 3Y | +149.6% | -66.1% | +215.7% | +137.5% |
| 5Y | +118.1% | -91.9% | +209.9% | +117.9% |
| 10Y | +369.0% | -99.2% | +468.2% | +334.2% |
| All | +3,716.0% | -99.8% | +3,815.7% | +3,415.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling