-39.7%
DT vs FCEL
-96.5%
+56.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.5% | -4.8% | +1.1% |
| 7D | -5.4% | +3.9% | -9.3% | -5.9% |
| 30D | -32.2% | -33.1% | +0.9% | -30.0% |
| 3M | -10.9% | -43.0% | +32.1% | -7.8% |
| 6M | +10.0% | -31.3% | +41.3% | +6.5% |
| YTD | +2.1% | +49.8% | -47.7% | -12.6% |
| 1Y | -5.5% | +48.2% | -53.7% | -19.7% |
| 3Y | -12.4% | -64.6% | +52.1% | -19.6% |
| 5Y | -39.7% | -96.7% | +57.0% | +14.1% |
| All | -39.7% | -96.5% | +56.8% | +14.1% |
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