-31.9%
DIS vs FCEL
-96.5%
+64.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.5% | -11.9% | -1.1% |
| 7D | +5.2% | -11.2% | +16.5% | +5.8% |
| 30D | +11.5% | -45.8% | +57.2% | +15.1% |
| 3M | +11.5% | -51.0% | +62.5% | +15.1% |
| 6M | +8.9% | -22.2% | +31.1% | +4.3% |
| YTD | +3.4% | +36.3% | -32.8% | -7.6% |
| 1Y | +7.2% | +29.0% | -21.8% | -4.3% |
| 3Y | +43.3% | -70.9% | +114.2% | +38.1% |
| All | -31.9% | -96.5% | +64.6% | -23.9% |
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 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