+397.7%
BAC vs FCEL
-99.1%
+496.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.7% | +7.1% | +0.7% |
| 7D | +0.6% | +15.1% | -14.4% | -0.1% |
| 30D | -1.4% | -16.4% | +15.1% | -0.9% |
| 3M | +15.7% | -5.3% | +21.0% | +14.4% |
| 6M | +32.2% | +124.5% | -92.3% | +23.8% |
| YTD | +15.8% | +126.7% | -110.9% | +8.0% |
| 1Y | +27.3% | +219.9% | -192.6% | +15.6% |
| 3Y | +137.5% | -61.6% | +199.1% | +129.1% |
| 5Y | +73.1% | -90.5% | +163.6% | +73.0% |
| 10Y | +397.7% | -99.1% | +496.9% | +434.0% |
| All | +397.7% | -99.1% | +496.9% | +434.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling