-99.9%
DFNS vs FCEL
-81.9%
-18.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.7% |
| 7D | -16.0% | -15.8% | -0.2% | -16.5% |
| 30D | -77.7% | -29.3% | -48.4% | -78.0% |
| 3M | -77.2% | -30.1% | -47.0% | -77.4% |
| 6M | -95.2% | +74.4% | -169.6% | -94.8% |
| YTD | -98.0% | +104.5% | -202.5% | -97.8% |
| 1Y | -98.3% | +281.4% | -379.6% | -97.9% |
| 3Y | -99.9% | -66.1% | -33.8% | -99.9% |
| 5Y | -99.9% | -91.9% | -8.0% | -99.8% |
| All | -99.9% | -81.9% | -18.0% | -99.8% |
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