+81.1%
FDX vs FCEL
+269.1%
-188.0%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | -2.5% | -15.8% | +13.3% | -2.4% |
| 30D | +3.8% | -29.3% | +33.1% | +4.1% |
| 3M | -1.3% | -30.1% | +28.8% | -1.6% |
| 6M | +5.0% | +74.4% | -69.4% | +1.5% |
| YTD | +39.6% | +104.5% | -64.9% | +33.6% |
| 1Y | +81.1% | +281.4% | -200.2% | +76.3% |
| All | +81.1% | +269.1% | -188.0% | +76.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling