+34.0%
EQIX vs FCEL
-91.3%
+125.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.9% | +4.1% | -1.5% |
| 7D | -1.6% | +6.3% | -7.9% | -2.1% |
| 30D | -0.4% | -18.8% | +18.4% | +0.6% |
| 3M | -0.9% | -3.8% | +2.9% | -2.7% |
| 6M | +8.1% | +121.1% | -113.0% | -1.3% |
| YTD | +35.7% | +113.3% | -77.6% | +23.1% |
| 1Y | +34.0% | +173.5% | -139.5% | +17.4% |
| 3Y | +41.4% | -63.9% | +105.3% | +38.9% |
| 5Y | +34.0% | -90.7% | +124.7% | +44.1% |
| All | +34.0% | -91.3% | +125.3% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling