+134.6%
FCX vs FCEL
-90.4%
+225.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.2% | +0.5% |
| 7D | +3.1% | +15.1% | -12.0% | +0.8% |
| 30D | +8.1% | -16.4% | +24.6% | +10.1% |
| 3M | +18.9% | -5.3% | +24.2% | +15.1% |
| 6M | +26.6% | +124.5% | -97.9% | +3.2% |
| YTD | +51.2% | +126.7% | -75.5% | +21.8% |
| 1Y | +75.6% | +219.9% | -144.3% | +30.0% |
| 3Y | +101.7% | -61.6% | +163.4% | +89.4% |
| 5Y | +134.6% | -90.5% | +225.1% | +172.5% |
| All | +134.6% | -90.4% | +225.0% | +172.5% |
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