+1,303.1%
BAC vs FCEL
-99.8%
+1,402.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.2% |
| 7D | +1.1% | -15.8% | +16.9% | +2.6% |
| 30D | -0.4% | -29.3% | +28.9% | +2.4% |
| 3M | +16.9% | -30.1% | +47.0% | +17.0% |
| 6M | +26.6% | +74.4% | -47.8% | +12.7% |
| YTD | +15.8% | +104.5% | -88.7% | +0.6% |
| 1Y | +27.2% | +281.4% | -254.2% | +1.4% |
| 3Y | +132.4% | -66.1% | +198.5% | +116.1% |
| 5Y | +72.6% | -91.9% | +164.4% | +74.0% |
| 10Y | +389.7% | -99.2% | +488.9% | +336.0% |
| All | +1,303.1% | -99.8% | +1,402.9% | +1,085.0% |
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