-2.7%
BND vs FCEL
-90.6%
+87.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.1% |
| 7D | -1.0% | +6.3% | -7.3% | -1.1% |
| 30D | -1.1% | -26.7% | +25.6% | -0.9% |
| 3M | -1.9% | -10.2% | +8.3% | -2.0% |
| 6M | -1.6% | +123.5% | -125.1% | -2.8% |
| YTD | -1.2% | +117.4% | -118.6% | -2.4% |
| 1Y | -0.7% | +146.0% | -146.7% | -2.3% |
| 3Y | +12.5% | -61.9% | +74.4% | +12.4% |
| All | -2.7% | -90.6% | +87.9% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling