-38.3%
BAX vs FCEL
-99.2%
+60.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.1% | -0.8% |
| 7D | -5.4% | +6.3% | -11.7% | -5.6% |
| 30D | -12.4% | -18.8% | +6.4% | -12.2% |
| 3M | +19.1% | -3.8% | +22.9% | +18.4% |
| 6M | +38.6% | +121.1% | -82.5% | +34.7% |
| YTD | +26.7% | +113.3% | -86.6% | +23.0% |
| 1Y | +1.0% | +173.5% | -172.5% | -2.7% |
| 3Y | -33.9% | -63.9% | +30.0% | -35.1% |
| 5Y | -67.0% | -90.7% | +23.6% | -67.3% |
| All | -38.3% | -99.2% | +60.8% | -37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling