+542.8%
BAX vs FCEL
-99.8%
+642.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +1.0% |
| 7D | -1.1% | -15.8% | +14.7% | -0.7% |
| 30D | -5.5% | -29.3% | +23.8% | -4.7% |
| 3M | +33.5% | -30.1% | +63.7% | +33.5% |
| 6M | +35.9% | +74.4% | -38.6% | +31.3% |
| YTD | +35.4% | +104.5% | -69.2% | +29.8% |
| 1Y | +9.8% | +281.4% | -271.6% | +2.7% |
| 3Y | -32.7% | -66.1% | +33.4% | -34.2% |
| 5Y | -65.6% | -91.9% | +26.3% | -65.6% |
| 10Y | -34.9% | -99.2% | +64.3% | -37.2% |
| All | +542.8% | -99.8% | +642.5% | +463.7% |
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