+43.1%
FCEL vs M
+25.7%
+17.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.1% | +0.5% | +7.0% |
| 7D | +3.0% | +2.5% | +0.5% | +2.7% |
| 30D | -40.0% | +10.1% | -50.0% | -41.1% |
| 3M | -47.0% | -0.9% | -46.1% | -46.7% |
| 6M | -21.0% | +30.2% | -51.2% | -28.3% |
| YTD | +48.0% | +16.3% | +31.7% | +37.7% |
| All | +43.1% | +25.7% | +17.5% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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