+136.4%
BAC vs FCEL
-59.7%
+196.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +18.8% | -19.3% | -1.1% |
| 7D | +1.2% | +4.0% | -2.8% | +0.9% |
| 30D | -0.7% | -13.1% | +12.3% | -0.4% |
| 3M | +16.9% | +14.6% | +2.3% | +14.8% |
| 6M | +29.6% | +133.7% | -104.1% | +21.4% |
| YTD | +15.3% | +143.0% | -127.7% | +7.3% |
| 1Y | +28.8% | +320.9% | -292.0% | +14.9% |
| 3Y | +136.4% | -58.9% | +195.3% | +137.1% |
| All | +136.4% | -59.7% | +196.1% | +137.1% |
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