+87.4%
BAC vs FCEL
-74.5%
+161.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.5% | -12.2% | -1.0% |
| 7D | -1.2% | -11.2% | +10.1% | -0.9% |
| 30D | -7.7% | -45.8% | +38.1% | -6.1% |
| 3M | -21.2% | -51.0% | +29.8% | -19.8% |
| 6M | -6.8% | -22.2% | +15.4% | -8.2% |
| YTD | -8.7% | +36.3% | -45.0% | -12.9% |
| 1Y | -5.3% | +29.0% | -34.3% | -9.7% |
| 3Y | +87.4% | -70.9% | +158.3% | +90.3% |
| All | +87.4% | -74.5% | +161.9% | +90.3% |
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