+3,646.0%
ALL vs FCEL
-99.9%
+3,745.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +11.5% | -16.0% | -5.1% |
| 7D | -1.9% | -11.2% | +9.3% | -1.5% |
| 30D | +13.8% | -45.8% | +59.6% | +17.0% |
| 3M | -7.0% | -51.0% | +44.0% | -4.4% |
| 6M | +18.0% | -22.2% | +40.3% | +15.0% |
| YTD | +24.2% | +36.3% | -12.1% | +15.5% |
| 1Y | +31.2% | +29.0% | +2.2% | +21.8% |
| 3Y | +107.5% | -70.9% | +178.4% | +97.5% |
| 5Y | +144.8% | -96.3% | +241.1% | +155.8% |
| 10Y | +375.8% | -99.1% | +474.8% | +324.5% |
| All | +3,646.0% | -99.9% | +3,745.8% | +3,397.9% |
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