-62.6%
FCEL vs JAAA
+18.9%
-81.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +6.3% | +0.1% | +6.2% | +6.4% |
| 30D | -18.8% | +0.4% | -19.2% | -18.3% |
| 3M | -3.8% | +1.2% | -5.0% | -2.5% |
| 6M | +121.1% | +2.7% | +118.5% | +126.1% |
| YTD | +113.3% | +3.2% | +110.1% | +120.8% |
| 1Y | +173.5% | +4.8% | +168.7% | +196.9% |
| All | -62.6% | +18.9% | -81.5% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling