-31.3%
BABA vs FCEL
-91.9%
+60.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.1% |
| 7D | -4.8% | -15.8% | +11.1% | -3.0% |
| 30D | -11.9% | -29.3% | +17.4% | -8.9% |
| 3M | -9.3% | -30.1% | +20.9% | -9.7% |
| 6M | -14.2% | +74.4% | -88.7% | -27.9% |
| YTD | -22.0% | +104.5% | -126.6% | -36.7% |
| 1Y | -12.7% | +281.4% | -294.1% | -38.5% |
| 3Y | +26.7% | -66.1% | +92.8% | +20.3% |
| All | -31.3% | -91.9% | +60.6% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling