-61.9%
FCEL vs BOXX
+14.7%
-76.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.8% |
| 7D | +6.3% | +0.1% | +6.2% | +6.2% |
| 30D | -26.7% | +0.3% | -27.0% | -26.6% |
| 3M | -10.2% | +1.0% | -11.2% | -11.2% |
| 6M | +123.5% | +1.9% | +121.6% | +103.8% |
| YTD | +117.4% | +2.7% | +114.7% | +82.3% |
| 1Y | +146.0% | +4.0% | +141.9% | +78.7% |
| 3Y | -61.9% | +14.7% | -76.5% | -92.1% |
| All | -61.9% | +14.7% | -76.6% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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