+76.2%
BND vs FCEL
-99.9%
+176.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +18.8% | -18.9% | -0.1% |
| 7D | +0.1% | +4.0% | -3.8% | +0.1% |
| 30D | -0.4% | -13.1% | +12.7% | -0.3% |
| 3M | -0.2% | +14.6% | -14.8% | -0.3% |
| 6M | -1.2% | +133.7% | -134.9% | -1.3% |
| YTD | -0.3% | +143.0% | -143.3% | -0.4% |
| 1Y | +0.4% | +320.9% | -320.5% | +0.2% |
| 3Y | +13.4% | -58.9% | +72.3% | +13.3% |
| 5Y | -1.5% | -89.7% | +88.1% | -1.6% |
| 10Y | +15.5% | -99.1% | +114.5% | +14.7% |
| All | +76.2% | -99.9% | +176.2% | +74.5% |
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