+219.9%
FCEL vs FDS
-23.8%
+243.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.4% | -3.3% | -8.4% |
| 7D | +15.1% | -8.8% | +23.9% | +10.1% |
| 30D | -16.4% | -1.4% | -15.1% | -16.3% |
| 3M | -5.3% | +13.9% | -19.1% | 0.0% |
| 6M | +124.5% | +27.4% | +97.1% | +149.5% |
| YTD | +126.7% | -2.5% | +129.1% | +109.6% |
| 1Y | +219.9% | -23.8% | +243.7% | +226.3% |
| All | +219.9% | -23.8% | +243.7% | +226.3% |
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