+12.7%
EMR vs FCEL
+197.5%
-184.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.9% | +4.6% | -1.0% |
| 7D | -1.2% | +6.3% | -7.5% | -1.6% |
| 30D | -9.4% | -18.8% | +9.4% | -8.7% |
| 3M | +8.6% | -3.8% | +12.4% | +7.0% |
| 6M | +6.7% | +121.1% | -114.4% | -3.5% |
| YTD | +13.1% | +113.3% | -100.2% | +1.9% |
| 1Y | +12.7% | +173.5% | -160.8% | -2.1% |
| All | +12.7% | +197.5% | -184.8% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling