+503.8%
F vs FCEL
-99.8%
+603.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.5% | +1.3% |
| 7D | +5.3% | -15.8% | +21.2% | +6.9% |
| 30D | +4.6% | -29.3% | +33.9% | +7.6% |
| 3M | -3.7% | -30.1% | +26.5% | -3.6% |
| 6M | +16.8% | +74.4% | -57.6% | +4.5% |
| YTD | +15.3% | +104.5% | -89.2% | +0.8% |
| 1Y | +31.0% | +281.4% | -250.4% | +5.6% |
| 3Y | +45.4% | -66.1% | +111.5% | +36.6% |
| 5Y | +54.7% | -91.9% | +146.5% | +59.5% |
| 10Y | +98.2% | -99.2% | +197.4% | +86.9% |
| All | +503.8% | -99.8% | +603.5% | +415.9% |
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 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