+39.8%
BKNG vs FCEL
-63.4%
+103.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.4% | +0.6% |
| 7D | -10.7% | +6.3% | -16.9% | -10.7% |
| 30D | -18.1% | -18.8% | +0.7% | -18.0% |
| 3M | +8.5% | -3.8% | +12.3% | +7.6% |
| 6M | -0.1% | +121.1% | -121.2% | -3.7% |
| YTD | -18.2% | +113.3% | -131.5% | -21.3% |
| 1Y | -19.9% | +173.5% | -193.4% | -23.9% |
| All | +39.8% | -63.4% | +103.2% | +39.7% |
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 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