+281.4%
FCEL vs FDS
-17.4%
+298.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +0.2% |
| 7D | -15.8% | -1.9% | -13.9% | -16.5% |
| 30D | -29.3% | +9.0% | -38.3% | -25.7% |
| 3M | -30.1% | +18.9% | -49.0% | -24.2% |
| 6M | +74.4% | +35.1% | +39.3% | +100.7% |
| YTD | +104.5% | +5.5% | +99.0% | +97.3% |
| 1Y | +281.4% | -16.8% | +298.2% | +311.5% |
| All | +281.4% | -17.4% | +298.8% | +311.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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