+238.7%
EQIX vs FCEL
-100.0%
+338.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +18.8% | -18.3% | -1.0% |
| 7D | +1.3% | +4.0% | -2.7% | +0.8% |
| 30D | +0.3% | -13.1% | +13.4% | +1.1% |
| 3M | -1.6% | +14.6% | -16.1% | -5.1% |
| 6M | +12.2% | +133.7% | -121.5% | -0.4% |
| YTD | +38.0% | +143.0% | -105.0% | +21.1% |
| 1Y | +38.9% | +320.9% | -281.9% | +14.1% |
| 3Y | +43.8% | -58.9% | +102.7% | +33.3% |
| 5Y | +30.4% | -89.7% | +120.0% | +29.5% |
| 10Y | +238.6% | -99.1% | +337.7% | +215.0% |
| All | +238.7% | -100.0% | +338.7% | +275.8% |
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