-62.6%
FCEL vs JBL
+181.3%
-243.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.8% | -3.2% | -4.4% |
| 7D | +6.3% | -1.0% | +7.3% | +7.0% |
| 30D | -18.8% | -15.1% | -3.7% | -11.0% |
| 3M | -3.8% | -14.0% | +10.2% | +5.4% |
| 6M | +121.1% | +20.6% | +100.5% | +112.6% |
| YTD | +113.3% | +32.9% | +80.4% | +97.6% |
| 1Y | +173.5% | +40.5% | +133.0% | +148.5% |
| All | -62.6% | +181.3% | -243.9% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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