-1.7%
B vs FCEL
-26.8%
+25.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.5% | -11.0% | -0.5% |
| 7D | +9.6% | -11.2% | +20.8% | +10.4% |
| 30D | +3.5% | -45.8% | +49.3% | +9.0% |
| 3M | -1.6% | -51.0% | +49.4% | +3.8% |
| 6M | -1.7% | -22.2% | +20.6% | -4.5% |
| All | -1.7% | -26.8% | +25.1% | -4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling