+36.3%
BABA vs FCEL
-74.5%
+110.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.5% | -10.3% | +0.7% |
| 7D | +11.6% | -11.2% | +22.9% | +12.1% |
| 30D | +2.3% | -45.8% | +48.1% | +5.0% |
| 3M | -13.7% | -51.0% | +37.3% | -11.4% |
| 6M | -21.9% | -22.2% | +0.3% | -24.1% |
| YTD | -24.6% | +36.3% | -60.9% | -30.6% |
| 1Y | -34.1% | +29.0% | -63.1% | -39.4% |
| 3Y | +36.3% | -70.9% | +107.1% | +29.0% |
| All | +36.3% | -74.5% | +110.7% | +29.0% |
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