+413.7%
F vs FCEL
-99.8%
+513.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.5% | -12.3% | -1.8% |
| 7D | +1.6% | -11.2% | +12.8% | +2.4% |
| 30D | +2.6% | -45.8% | +48.4% | +7.9% |
| 3M | -8.8% | -51.0% | +42.2% | -4.1% |
| 6M | +4.6% | -22.2% | +26.9% | +1.2% |
| YTD | -1.9% | +36.3% | -38.1% | -12.0% |
| 1Y | -0.8% | +29.0% | -29.8% | -11.1% |
| 3Y | +43.5% | -70.9% | +114.4% | +35.4% |
| 5Y | -12.1% | -96.3% | +84.2% | -3.1% |
| 10Y | +83.6% | -99.1% | +182.7% | +66.4% |
| All | +413.7% | -99.8% | +513.6% | +350.3% |
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 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