+62.7%
FCX vs FCEL
-96.5%
+159.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.5% | -3.5% | +2.0% |
| 7D | -0.8% | +3.9% | -4.7% | -1.4% |
| 30D | -15.1% | -33.1% | +18.1% | -10.3% |
| 3M | -9.6% | -43.0% | +33.4% | -3.6% |
| 6M | -3.1% | -31.3% | +28.3% | -4.1% |
| YTD | +23.4% | +49.8% | -26.3% | +5.1% |
| 1Y | +52.7% | +48.2% | +4.5% | +28.8% |
| 3Y | +91.4% | -64.6% | +156.0% | +79.1% |
| 5Y | +62.7% | -96.7% | +159.5% | +131.1% |
| All | +62.7% | -96.5% | +159.2% | +131.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 5y: compounded portfolio wealth divided by compounded FCEL 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…
5y analysis · Full analysis span regression · 6 months rolling