+74.2%
BND vs FCEL
-100.0%
+174.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.4% | -0.1% |
| 7D | -1.4% | -2.8% | +1.4% | -1.4% |
| 30D | +0.6% | -31.6% | +32.2% | +0.6% |
| 3M | -1.6% | -52.4% | +50.8% | -1.6% |
| 6M | -1.5% | -51.4% | +49.9% | -1.5% |
| YTD | -1.5% | +32.4% | -33.9% | -1.5% |
| 1Y | -1.1% | +37.5% | -38.6% | -1.2% |
| 3Y | +13.6% | -69.3% | +82.9% | +13.5% |
| 5Y | -1.8% | -97.1% | +95.3% | -2.0% |
| 10Y | +17.0% | -99.1% | +116.1% | +16.6% |
| All | +74.2% | -100.0% | +174.2% | +72.6% |
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