+7,256.6%
EOG vs FCEL
-99.8%
+7,356.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.7% |
| 7D | +1.3% | -15.8% | +17.1% | +2.5% |
| 30D | +8.2% | -29.3% | +37.4% | +10.6% |
| 3M | +3.8% | -30.1% | +34.0% | +3.6% |
| 6M | +15.3% | +74.4% | -59.1% | +4.7% |
| YTD | +41.7% | +104.5% | -62.8% | +26.2% |
| 1Y | +23.6% | +281.4% | -257.8% | +2.5% |
| 3Y | +23.3% | -66.1% | +89.4% | +15.7% |
| 5Y | +170.4% | -91.9% | +262.3% | +171.1% |
| 10Y | +125.5% | -99.2% | +224.7% | +111.4% |
| All | +7,256.6% | -99.8% | +7,356.3% | +6,703.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling