+18.0%
BAC vs FCEL
-96.5%
+114.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.5% | -12.2% | -1.3% |
| 7D | -1.2% | -11.2% | +10.1% | -0.7% |
| 30D | -7.7% | -45.8% | +38.1% | -4.8% |
| 3M | -21.2% | -51.0% | +29.8% | -18.7% |
| 6M | -6.8% | -22.2% | +15.4% | -9.4% |
| YTD | -8.7% | +36.3% | -45.0% | -16.0% |
| 1Y | -5.3% | +29.0% | -34.3% | -13.0% |
| 3Y | +87.4% | -70.9% | +158.3% | +84.9% |
| All | +18.0% | -96.5% | +114.5% | +40.4% |
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 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