+74.4%
FCEL vs FE
-5.6%
+80.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +1.1% |
| 7D | -15.8% | +1.9% | -17.8% | -13.5% |
| 30D | -29.3% | -1.2% | -28.1% | -30.7% |
| 3M | -30.1% | +3.5% | -33.6% | -24.7% |
| 6M | +74.4% | -6.1% | +80.5% | +73.1% |
| All | +74.4% | -5.6% | +80.1% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 6mo: compounded portfolio wealth divided by compounded FE 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…
6mo analysis · Full analysis span regression · 6 months rolling