+678.3%
DELL vs FCEL
-61.1%
+739.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.7% | +7.0% | +0.8% |
| 7D | +8.7% | +15.1% | -6.3% | +7.5% |
| 30D | +16.9% | -16.4% | +33.3% | +18.0% |
| 3M | +40.4% | -5.3% | +45.7% | +39.8% |
| 6M | +267.1% | +124.5% | +142.5% | +234.2% |
| YTD | +329.1% | +126.7% | +202.4% | +286.5% |
| 1Y | +346.9% | +219.9% | +127.0% | +284.4% |
| All | +678.3% | -61.1% | +739.4% | +642.0% |
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