+3,847.4%
ANET vs FCEL
-99.1%
+3,946.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.9% | +3.7% | +5.5% |
| 7D | +3.0% | +6.3% | -3.3% | +2.6% |
| 30D | -5.2% | -26.7% | +21.5% | -3.8% |
| 3M | +27.6% | -10.2% | +37.8% | +26.9% |
| 6M | +44.4% | +123.5% | -79.1% | +35.2% |
| YTD | +52.3% | +117.4% | -65.0% | +42.4% |
| 1Y | +30.4% | +146.0% | -115.6% | +19.8% |
| 3Y | +313.3% | -61.9% | +375.1% | +298.6% |
| 5Y | +810.0% | -90.5% | +900.5% | +815.1% |
| All | +3,847.4% | -99.1% | +3,946.5% | +4,386.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling