+56.1%
B vs FCEL
+289.9%
-233.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.7% | +7.8% | +1.6% |
| 7D | +1.0% | +15.1% | -14.0% | -0.3% |
| 30D | +9.5% | -16.4% | +25.9% | +10.5% |
| 3M | +14.3% | -5.3% | +19.6% | +11.6% |
| 6M | -1.9% | +124.5% | -126.4% | -14.5% |
| YTD | +4.1% | +126.7% | -122.6% | -9.6% |
| 1Y | +56.1% | +219.9% | -163.8% | +24.5% |
| All | +56.1% | +289.9% | -233.8% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling