-39.8%
BABA vs FCEL
-97.2%
+57.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.6% |
| 7D | -13.8% | -2.8% | -11.0% | -13.6% |
| 30D | -15.1% | -31.6% | +16.5% | -12.1% |
| 3M | -22.7% | -52.4% | +29.7% | -17.7% |
| 6M | -34.7% | -51.4% | +16.7% | -34.4% |
| YTD | -35.0% | +32.4% | -67.4% | -45.6% |
| 1Y | -40.4% | +37.5% | -77.9% | -51.0% |
| 3Y | +21.9% | -69.3% | +91.2% | +11.2% |
| All | -39.8% | -97.2% | +57.4% | +6.0% |
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 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