+49.5%
EOG vs FCEL
+28.7%
+20.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.3% | +1.6% |
| 7D | +7.6% | -2.8% | +10.4% | +7.6% |
| 30D | +3.4% | -31.6% | +35.0% | +2.7% |
| 3M | +12.7% | -52.4% | +65.1% | +11.5% |
| 6M | +19.0% | -51.4% | +70.4% | +17.4% |
| YTD | +55.6% | +32.4% | +23.1% | +49.0% |
| 1Y | +49.5% | +37.5% | +12.0% | +41.6% |
| All | +49.5% | +28.7% | +20.8% | +41.6% |
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