+166.1%
B vs FCEL
-74.5%
+240.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.5% | -11.0% | -0.4% |
| 7D | +9.6% | -11.2% | +20.8% | +10.4% |
| 30D | +3.5% | -45.8% | +49.3% | +8.4% |
| 3M | -1.6% | -51.0% | +49.4% | +3.2% |
| 6M | -1.7% | -22.2% | +20.6% | -3.8% |
| YTD | -5.3% | +36.3% | -41.6% | -13.3% |
| 1Y | +27.2% | +29.0% | -1.8% | +16.3% |
| 3Y | +166.1% | -70.9% | +237.0% | +169.3% |
| All | +166.1% | -74.5% | +240.6% | +169.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling