-99.9%
FCEL vs FDS
+9,502.8%
-9,602.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +3.6% |
| 7D | -15.8% | -1.9% | -13.9% | -15.1% |
| 30D | -29.3% | +9.0% | -38.3% | -33.0% |
| 3M | -30.1% | +18.9% | -49.0% | -39.3% |
| 6M | +74.4% | +35.1% | +39.3% | +36.4% |
| YTD | +104.5% | +5.5% | +99.0% | +79.7% |
| 1Y | +281.4% | -16.8% | +298.2% | +268.4% |
| 3Y | -66.1% | -28.1% | -38.0% | -65.5% |
| 5Y | -91.9% | -17.4% | -74.4% | -92.1% |
| 10Y | -99.2% | +85.4% | -184.7% | -99.5% |
| All | -99.9% | +9,502.8% | -9,602.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling