-22.5%
DIS vs FCEL
-97.2%
+74.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +1.0% |
| 7D | +1.9% | -2.8% | +4.7% | +2.0% |
| 30D | +9.2% | -31.6% | +40.8% | +11.3% |
| 3M | +13.5% | -52.4% | +65.9% | +17.5% |
| 6M | +14.3% | -51.4% | +65.7% | +14.1% |
| YTD | +5.4% | +32.4% | -27.0% | -6.0% |
| 1Y | +12.2% | +37.5% | -25.3% | -0.9% |
| 3Y | +37.2% | -69.3% | +106.5% | +30.4% |
| All | -22.5% | -97.2% | +74.6% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling