+1,443.7%
FANG vs FCEL
-99.6%
+1,543.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.9% | +7.3% | +1.7% |
| 7D | +1.2% | +6.3% | -5.1% | +0.7% |
| 30D | +2.4% | -18.8% | +21.2% | +3.2% |
| 3M | +5.1% | -3.8% | +8.9% | +3.0% |
| 6M | +16.4% | +121.1% | -104.7% | +6.2% |
| YTD | +39.0% | +113.3% | -74.3% | +26.3% |
| 1Y | +50.6% | +173.5% | -122.9% | +32.8% |
| 3Y | +46.9% | -63.9% | +110.8% | +39.5% |
| 5Y | +238.2% | -90.7% | +328.9% | +238.4% |
| 10Y | +181.3% | -99.2% | +280.4% | +238.1% |
| All | +1,443.7% | -99.6% | +1,543.3% | +1,729.1% |
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