+20,154.1%
DE vs FCEL
-99.8%
+20,253.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.3% |
| 7D | +10.0% | -15.8% | +25.8% | +11.2% |
| 30D | +13.3% | -29.3% | +42.6% | +15.7% |
| 3M | +17.5% | -30.1% | +47.6% | +17.7% |
| 6M | +13.6% | +74.4% | -60.9% | +4.1% |
| YTD | +49.8% | +104.5% | -54.7% | +34.9% |
| 1Y | +47.9% | +281.4% | -233.5% | +24.6% |
| 3Y | +72.5% | -66.1% | +138.6% | +63.6% |
| 5Y | +90.2% | -91.9% | +182.1% | +91.9% |
| 10Y | +865.4% | -99.2% | +964.6% | +807.5% |
| All | +20,154.1% | -99.8% | +20,253.9% | +17,012.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling