+146.0%
FCEL vs JAAA
+4.9%
+141.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +0.6% |
| 7D | +6.3% | +0.1% | +6.2% | +4.9% |
| 30D | -26.7% | +0.5% | -27.2% | -33.0% |
| 3M | -10.2% | +1.3% | -11.4% | -29.5% |
| 6M | +123.5% | +2.8% | +120.7% | +21.7% |
| YTD | +117.4% | +3.3% | +114.1% | +8.1% |
| 1Y | +146.0% | +4.9% | +141.0% | -21.6% |
| All | +146.0% | +4.9% | +141.1% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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