+34.3%
FANG vs FCEL
+32.6%
+1.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.0% | +1.1% | -5.0% |
| 7D | -11.3% | -14.9% | +3.5% | -11.5% |
| 30D | -0.7% | -41.7% | +41.0% | -1.2% |
| 3M | -4.2% | -53.2% | +49.0% | -4.7% |
| 6M | -13.5% | -19.0% | +5.6% | -14.8% |
| YTD | +23.7% | +44.2% | -20.5% | +22.7% |
| 1Y | +34.3% | +42.4% | -8.1% | +33.3% |
| All | +34.3% | +32.6% | +1.8% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling