-78.5%
FCEL vs JAAA
+29.3%
-107.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -15.8% | +0.2% | -16.0% | -16.0% |
| 30D | -29.3% | +0.5% | -29.8% | -29.6% |
| 3M | -30.1% | +1.3% | -31.4% | -31.0% |
| 6M | +74.4% | +2.7% | +71.8% | +70.0% |
| YTD | +104.5% | +3.2% | +101.3% | +98.9% |
| 1Y | +281.4% | +4.9% | +276.5% | +268.7% |
| 3Y | -66.1% | +19.0% | -85.1% | -70.3% |
| 5Y | -91.9% | +26.8% | -118.7% | -93.8% |
| All | -78.5% | +29.3% | -107.8% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling