+25.8%
C vs FCEL
+47.0%
-21.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.5% | -4.9% | +1.3% |
| 7D | -0.4% | +3.9% | -4.3% | -0.7% |
| 30D | -5.3% | -33.1% | +27.8% | -3.9% |
| 3M | -8.0% | -43.0% | +35.0% | -6.3% |
| 6M | -0.3% | -31.3% | +31.0% | -0.9% |
| YTD | +8.6% | +49.8% | -41.1% | -0.5% |
| 1Y | +25.8% | +48.2% | -22.4% | +13.3% |
| All | +25.8% | +47.0% | -21.2% | +13.3% |
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