+668.0%
BE vs FCEL
-98.1%
+766.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.6% | +0.6% | -3.5% |
| 7D | +10.8% | -2.8% | +13.6% | +12.0% |
| 30D | -19.8% | -31.6% | +11.9% | -10.7% |
| 3M | -18.7% | -52.4% | +33.7% | -2.2% |
| 6M | -33.7% | -51.4% | +17.7% | -23.2% |
| YTD | +121.0% | +32.4% | +88.5% | +100.0% |
| 1Y | +85.4% | +37.5% | +47.9% | +65.3% |
| 3Y | +1,709.5% | -69.3% | +1,778.8% | +1,868.4% |
| 5Y | +462.2% | -97.1% | +559.3% | +860.8% |
| All | +668.0% | -98.1% | +766.0% | +1,118.6% |
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