+22.1%
EMR vs FCEL
-45.2%
+67.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.4% |
| 7D | +2.8% | -2.8% | +5.7% | +3.0% |
| 30D | +3.7% | -31.6% | +35.3% | +5.6% |
| 3M | +2.0% | -52.4% | +54.4% | +5.4% |
| 6M | +22.1% | -51.4% | +73.5% | +23.4% |
| All | +22.1% | -45.2% | +67.3% | +23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling