+32.9%
EQIX vs FCEL
+180.7%
-147.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.6% | +1.3% |
| 7D | +0.2% | +6.3% | -6.1% | -0.1% |
| 30D | -2.5% | -26.7% | +24.2% | -1.7% |
| 3M | 0.0% | -10.2% | +10.1% | -0.7% |
| 6M | +7.6% | +123.5% | -115.8% | +4.8% |
| YTD | +37.5% | +117.4% | -79.9% | +33.2% |
| 1Y | +32.9% | +146.0% | -113.1% | +27.9% |
| All | +32.9% | +180.7% | -147.8% | +27.9% |
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