-89.7%
FCEL vs FDS
-20.4%
-69.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -4.3% | +23.1% | +19.3% |
| 7D | +4.0% | -5.4% | +9.4% | +4.5% |
| 30D | -13.1% | +1.6% | -14.7% | -13.7% |
| 3M | +14.6% | +17.7% | -3.2% | +7.2% |
| 6M | +133.7% | +29.1% | +104.6% | +107.5% |
| YTD | +143.0% | +1.0% | +142.0% | +138.6% |
| 1Y | +320.9% | -21.6% | +342.5% | +375.8% |
| 3Y | -58.9% | -30.1% | -28.8% | -53.1% |
| 5Y | -89.7% | -20.7% | -68.9% | -84.8% |
| All | -89.7% | -20.4% | -69.2% | -84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling