-14.9%
BAX vs FCEL
-68.6%
+53.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.6% | -6.2% | +2.2% |
| 7D | +9.0% | +3.0% | +6.0% | +8.9% |
| 30D | +8.5% | -40.0% | +48.4% | +9.4% |
| 3M | -4.1% | -47.0% | +42.9% | -3.2% |
| 6M | +46.9% | -21.0% | +68.0% | +44.5% |
| YTD | +38.4% | +48.0% | -9.6% | +31.6% |
| 1Y | +47.0% | +43.9% | +3.1% | +39.4% |
| 3Y | -14.9% | -67.5% | +52.6% | -15.8% |
| All | -14.9% | -68.6% | +53.7% | -15.8% |
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