+50.0%
FANG vs FCEL
-62.7%
+112.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | +2.9% | +6.3% | -3.4% | +2.6% |
| 30D | +2.6% | -26.7% | +29.3% | +3.4% |
| 3M | +7.6% | -10.2% | +17.7% | +6.4% |
| 6M | +17.3% | +123.5% | -106.2% | +10.0% |
| YTD | +38.7% | +117.4% | -78.7% | +29.6% |
| 1Y | +51.6% | +146.0% | -94.3% | +39.3% |
| 3Y | +50.0% | -61.9% | +111.9% | +45.2% |
| All | +50.0% | -62.7% | +112.7% | +45.2% |
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