+45.6%
C vs FCEL
+328.0%
-282.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +18.8% | -19.5% | -1.6% |
| 7D | +3.2% | +4.0% | -0.8% | +2.8% |
| 30D | +1.3% | -13.1% | +14.4% | +1.8% |
| 3M | +3.1% | +14.6% | -11.5% | +0.9% |
| 6M | +29.6% | +133.7% | -104.1% | +18.5% |
| YTD | +19.0% | +143.0% | -124.0% | +7.6% |
| 1Y | +45.6% | +320.9% | -275.2% | +28.3% |
| All | +45.6% | +328.0% | -282.3% | +28.3% |
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