+107.2%
FAST vs FCEL
-91.9%
+199.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.2% | +0.7% |
| 7D | -0.4% | -15.8% | +15.5% | +0.3% |
| 30D | -0.8% | -29.3% | +28.5% | +0.4% |
| 3M | +5.8% | -30.1% | +35.9% | +5.8% |
| 6M | +8.0% | +74.4% | -66.5% | +1.7% |
| YTD | +25.6% | +104.5% | -78.9% | +16.8% |
| 1Y | +0.8% | +281.4% | -280.6% | -11.4% |
| 3Y | +86.1% | -66.1% | +152.2% | +84.5% |
| All | +107.2% | -91.9% | +199.1% | +122.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling