+99.1%
DE vs FCEL
-97.2%
+196.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | -0.5% |
| 7D | +0.3% | -2.8% | +3.1% | +0.4% |
| 30D | +3.6% | -31.6% | +35.2% | +5.4% |
| 3M | +10.2% | -52.4% | +62.7% | +13.8% |
| 6M | +16.6% | -51.4% | +68.0% | +17.3% |
| YTD | +45.8% | +32.4% | +13.4% | +33.9% |
| 1Y | +43.9% | +37.5% | +6.4% | +31.0% |
| 3Y | +89.6% | -69.3% | +158.9% | +82.3% |
| All | +99.1% | -97.2% | +196.2% | +132.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling