-14.7%
BA vs FCEL
-64.6%
+49.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.5% | -5.8% | +0.4% |
| 7D | -1.4% | +3.9% | -5.3% | -1.7% |
| 30D | -7.9% | -33.1% | +25.2% | -6.4% |
| 3M | -25.2% | -43.0% | +17.8% | -23.7% |
| 6M | -26.7% | -31.3% | +4.6% | -27.7% |
| YTD | -19.6% | +49.8% | -69.4% | -25.2% |
| 1Y | -10.6% | +48.2% | -58.8% | -17.1% |
| All | -14.7% | -64.6% | +49.9% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling