+76.5%
DE vs FCEL
-63.4%
+139.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.9% | +6.0% | +0.3% |
| 7D | -2.4% | +6.3% | -8.6% | -2.7% |
| 30D | +9.7% | -18.8% | +28.5% | +10.2% |
| 3M | +21.4% | -3.8% | +25.2% | +20.0% |
| 6M | +15.0% | +121.1% | -106.1% | +7.3% |
| YTD | +46.4% | +113.3% | -66.9% | +36.2% |
| 1Y | +45.6% | +173.5% | -127.9% | +31.5% |
| All | +76.5% | -63.4% | +139.9% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling