+103.4%
FCEL vs FRMI
-77.3%
+180.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +11.5% | +7.3% | +15.6% |
| 7D | +4.0% | +23.3% | -19.3% | -1.7% |
| 30D | -13.1% | -7.6% | -5.5% | -12.0% |
| 3M | +14.6% | +0.2% | +14.4% | +15.8% |
| 6M | +133.7% | -28.7% | +162.4% | +145.3% |
| YTD | +143.0% | -28.6% | +171.6% | +155.5% |
| All | +103.4% | -77.3% | +180.7% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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