+46.0%
F vs FCEL
-65.9%
+111.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.5% | +1.3% |
| 7D | +5.3% | -15.8% | +21.2% | +6.4% |
| 30D | +4.6% | -29.3% | +33.9% | +6.7% |
| 3M | -3.7% | -30.1% | +26.5% | -3.6% |
| 6M | +16.8% | +74.4% | -57.6% | +6.9% |
| YTD | +15.3% | +104.5% | -89.2% | +3.5% |
| 1Y | +31.0% | +281.4% | -250.4% | +10.0% |
| All | +46.0% | -65.9% | +111.9% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling