+242.8%
EQIX vs FCEL
-100.0%
+342.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.8% | -1.3% |
| 7D | +4.1% | -2.8% | +6.9% | +4.2% |
| 30D | +5.8% | -31.6% | +37.5% | +8.8% |
| 3M | -1.4% | -52.4% | +51.0% | +3.7% |
| 6M | -1.2% | -51.4% | +50.2% | +0.5% |
| YTD | +39.6% | +32.4% | +7.2% | +27.9% |
| 1Y | +36.8% | +37.5% | -0.7% | +24.2% |
| 3Y | +47.3% | -69.3% | +116.5% | +39.2% |
| 5Y | +50.1% | -97.1% | +147.3% | +66.7% |
| 10Y | +293.3% | -99.1% | +392.4% | +255.2% |
| All | +242.8% | -100.0% | +342.8% | +297.0% |
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