+410.6%
B vs FCEL
-99.8%
+510.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.3% |
| 7D | -1.6% | -15.8% | +14.2% | -1.0% |
| 30D | +9.4% | -29.3% | +38.7% | +10.7% |
| 3M | +5.0% | -30.1% | +35.1% | +5.3% |
| 6M | -3.5% | +74.4% | -78.0% | -7.3% |
| YTD | +4.5% | +104.5% | -100.1% | -0.3% |
| 1Y | +67.8% | +281.4% | -213.6% | +55.7% |
| 3Y | +196.7% | -66.1% | +262.8% | +190.4% |
| 5Y | +151.9% | -91.9% | +243.8% | +152.4% |
| 10Y | +202.2% | -99.2% | +301.4% | +191.0% |
| All | +410.6% | -99.8% | +510.4% | +390.8% |
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