+157.6%
B vs FCEL
-91.9%
+249.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.3% |
| 7D | -1.6% | -15.8% | +14.2% | -0.5% |
| 30D | +9.4% | -29.3% | +38.7% | +11.9% |
| 3M | +5.0% | -30.1% | +35.1% | +5.5% |
| 6M | -3.5% | +74.4% | -78.0% | -11.2% |
| YTD | +4.5% | +104.5% | -100.1% | -5.3% |
| 1Y | +67.8% | +281.4% | -213.6% | +43.8% |
| 3Y | +196.7% | -66.1% | +262.8% | +184.7% |
| All | +157.6% | -91.9% | +249.5% | +155.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling