+382.3%
B vs FCEL
-99.8%
+482.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.6% | -4.4% | +3.9% |
| 7D | +11.3% | +3.0% | +8.3% | +11.1% |
| 30D | +2.9% | -40.0% | +42.9% | +4.8% |
| 3M | -2.9% | -47.0% | +44.2% | -1.0% |
| 6M | -1.2% | -21.0% | +19.8% | -2.0% |
| YTD | -1.3% | +48.0% | -49.3% | -5.0% |
| 1Y | +30.4% | +43.9% | -13.5% | +25.4% |
| 3Y | +195.3% | -67.5% | +262.8% | +189.5% |
| 5Y | +146.2% | -96.7% | +242.9% | +153.8% |
| 10Y | +200.5% | -99.0% | +299.5% | +186.7% |
| All | +382.3% | -99.8% | +482.2% | +367.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling