-100.0%
DFNS vs FCEL
-86.9%
-13.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.6% | -11.6% | -2.8% |
| 7D | -42.8% | +3.0% | -45.9% | -42.8% |
| 30D | -67.6% | -40.0% | -27.6% | -68.1% |
| 3M | -94.9% | -47.0% | -47.8% | -95.0% |
| 6M | -96.7% | -21.0% | -75.7% | -96.6% |
| YTD | -99.6% | +48.0% | -147.6% | -99.6% |
| 1Y | -99.7% | +43.9% | -143.6% | -99.7% |
| 3Y | -100.0% | -67.5% | -32.5% | -100.0% |
| 5Y | -100.0% | -96.7% | -3.3% | -100.0% |
| All | -100.0% | -86.9% | -13.1% | -100.0% |
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 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