+46.1%
DE vs FCEL
+32.6%
+13.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.0% | +7.6% | +1.6% |
| 7D | +5.6% | -14.9% | +20.5% | +5.6% |
| 30D | -0.8% | -41.7% | +40.8% | -0.6% |
| 3M | +9.8% | -53.2% | +63.0% | +10.3% |
| 6M | +17.5% | -19.0% | +36.6% | +17.4% |
| YTD | +46.5% | +44.2% | +2.3% | +43.0% |
| 1Y | +46.1% | +42.4% | +3.7% | +42.8% |
| All | +46.1% | +32.6% | +13.5% | +42.8% |
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