+37.2%
DIS vs FCEL
-68.7%
+105.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +0.7% |
| 7D | +1.9% | -2.8% | +4.7% | +1.9% |
| 30D | +9.2% | -31.6% | +40.8% | +9.7% |
| 3M | +13.5% | -52.4% | +65.9% | +14.6% |
| 6M | +14.3% | -51.4% | +65.7% | +13.8% |
| YTD | +5.4% | +32.4% | -27.0% | -0.1% |
| 1Y | +12.2% | +37.5% | -25.3% | +6.0% |
| 3Y | +37.2% | -69.3% | +106.5% | +33.5% |
| All | +37.2% | -68.7% | +105.9% | +33.5% |
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