-58.9%
FCEL vs FDS
-30.4%
-28.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -4.3% | +23.1% | +17.4% |
| 7D | +4.0% | -5.4% | +9.4% | +2.4% |
| 30D | -13.1% | +1.6% | -14.7% | -12.1% |
| 3M | +14.6% | +17.7% | -3.2% | +19.3% |
| 6M | +133.7% | +29.1% | +104.6% | +148.5% |
| YTD | +143.0% | +1.0% | +142.0% | +146.5% |
| 1Y | +320.9% | -21.6% | +342.5% | +338.1% |
| 3Y | -58.9% | -30.1% | -28.8% | -58.8% |
| All | -58.9% | -30.4% | -28.5% | -58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling