+4,770.1%
DELL vs FCEL
-99.1%
+4,869.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +18.8% | -16.9% | +0.8% |
| 7D | +25.6% | +4.0% | +21.6% | +25.0% |
| 30D | +17.7% | -13.1% | +30.7% | +18.2% |
| 3M | +33.4% | +14.6% | +18.9% | +31.2% |
| 6M | +266.2% | +133.7% | +132.5% | +241.1% |
| YTD | +328.0% | +143.0% | +185.0% | +295.7% |
| 1Y | +339.6% | +320.9% | +18.7% | +290.3% |
| 3Y | +694.6% | -58.9% | +753.5% | +660.2% |
| 5Y | +1,122.0% | -89.7% | +1,211.6% | +1,113.7% |
| 10Y | +4,062.5% | -99.1% | +4,161.5% | +4,462.9% |
| All | +4,770.1% | -99.1% | +4,869.2% | +5,234.2% |
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