+44.9%
C vs FCEL
+269.1%
-224.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | +3.6% | -15.8% | +19.4% | +4.4% |
| 30D | +0.1% | -29.3% | +29.3% | +1.6% |
| 3M | +2.4% | -30.1% | +32.6% | +2.7% |
| 6M | +24.9% | +74.4% | -49.5% | +16.4% |
| YTD | +19.8% | +104.5% | -84.7% | +9.4% |
| 1Y | +44.9% | +281.4% | -236.5% | +27.9% |
| All | +44.9% | +269.1% | -224.3% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling