+1,034.5%
BAC vs FCEL
-99.8%
+1,134.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.0% | +5.2% | +0.7% |
| 7D | +2.1% | -8.3% | +10.4% | +2.7% |
| 30D | -6.7% | -43.0% | +36.3% | -2.2% |
| 3M | -20.2% | -48.2% | +27.9% | -16.5% |
| 6M | -0.2% | -25.0% | +24.8% | -3.3% |
| YTD | -6.4% | +40.6% | -47.0% | -16.6% |
| 1Y | -3.1% | +36.0% | -39.1% | -14.0% |
| 3Y | +96.7% | -66.7% | +163.5% | +81.5% |
| 5Y | +21.3% | -96.7% | +117.9% | +33.6% |
| 10Y | +237.7% | -99.0% | +336.8% | +184.8% |
| All | +1,034.5% | -99.8% | +1,134.4% | +881.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling