+72.3%
BA vs FCEL
-99.0%
+171.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +18.8% | -19.5% | -1.9% |
| 7D | +2.5% | +4.0% | -1.5% | +2.0% |
| 30D | -10.1% | -13.1% | +3.0% | -9.7% |
| 3M | -2.4% | +14.6% | -17.0% | -5.1% |
| 6M | -8.8% | +133.7% | -142.5% | -17.0% |
| YTD | -2.9% | +143.0% | -145.9% | -12.3% |
| 1Y | -8.8% | +320.9% | -329.6% | -21.7% |
| 3Y | -0.3% | -58.9% | +58.6% | -5.5% |
| 5Y | -0.3% | -89.7% | +89.3% | -0.1% |
| 10Y | +72.3% | -99.1% | +171.4% | +83.1% |
| All | +72.3% | -99.0% | +171.3% | +83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling