+173.5%
FCEL vs FTI
+89.8%
+83.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.0% | -6.4% |
| 7D | +6.3% | -5.6% | +11.9% | +5.2% |
| 30D | -18.8% | +0.4% | -19.2% | -18.7% |
| 3M | -3.8% | +8.1% | -11.9% | -1.0% |
| 6M | +121.1% | +16.7% | +104.4% | +124.8% |
| YTD | +113.3% | +70.0% | +43.3% | +135.9% |
| 1Y | +173.5% | +85.4% | +88.1% | +204.6% |
| All | +173.5% | +89.8% | +83.7% | +204.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling