-99.9%
DFNS vs FCEL
-59.7%
-40.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +18.8% | -19.6% | +0.5% |
| 7D | +0.8% | +4.0% | -3.2% | +1.1% |
| 30D | -73.2% | -13.1% | -60.2% | -73.5% |
| 3M | -72.4% | +14.6% | -87.0% | -71.3% |
| 6M | -95.2% | +133.7% | -228.9% | -94.1% |
| YTD | -98.0% | +143.0% | -240.9% | -97.5% |
| 1Y | -98.3% | +320.9% | -419.1% | -97.3% |
| 3Y | -99.9% | -58.9% | -41.0% | -99.9% |
| All | -99.9% | -59.7% | -40.1% | -99.9% |
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