+12,790.5%
BLK vs FCEL
-99.9%
+12,890.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.7% | +4.6% | -1.6% |
| 7D | -2.7% | +15.1% | -17.7% | -4.0% |
| 30D | -4.8% | -16.4% | +11.7% | -3.8% |
| 3M | +6.5% | -5.3% | +11.7% | +3.9% |
| 6M | +13.1% | +124.5% | -111.4% | -0.2% |
| YTD | +1.8% | +126.7% | -124.9% | -10.9% |
| 1Y | -1.0% | +219.9% | -220.9% | -17.4% |
| 3Y | +66.0% | -61.6% | +127.6% | +54.2% |
| 5Y | +31.2% | -90.5% | +121.8% | +31.7% |
| 10Y | +278.5% | -99.1% | +377.6% | +253.0% |
| All | +12,790.5% | -99.9% | +12,890.4% | +12,948.5% |
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 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