+217.6%
BAC vs FCEL
-99.1%
+316.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +1.2% |
| 7D | +3.2% | -2.8% | +6.0% | +3.3% |
| 30D | -0.7% | -31.6% | +30.9% | +0.7% |
| 3M | -20.0% | -52.4% | +32.4% | -17.9% |
| 6M | +3.4% | -51.4% | +54.8% | +4.1% |
| YTD | -5.7% | +32.4% | -38.2% | -10.4% |
| 1Y | -1.4% | +37.5% | -38.9% | -6.8% |
| 3Y | +97.9% | -69.3% | +167.2% | +92.1% |
| 5Y | +22.9% | -97.1% | +120.1% | +28.8% |
| All | +217.6% | -99.1% | +316.8% | +247.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling