+65.9%
BLK vs FCEL
-62.7%
+128.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.5% |
| 7D | -3.3% | +6.3% | -9.6% | -3.6% |
| 30D | -6.5% | -26.7% | +20.2% | -5.5% |
| 3M | +6.7% | -10.2% | +16.9% | +5.5% |
| 6M | +14.7% | +123.5% | -108.8% | +6.3% |
| YTD | +2.5% | +117.4% | -114.8% | -5.2% |
| 1Y | -2.8% | +146.0% | -148.7% | -11.5% |
| 3Y | +65.9% | -61.9% | +127.8% | +63.5% |
| All | +65.9% | -62.7% | +128.6% | +63.5% |
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