+58.5%
FDX vs FCEL
+38.4%
+20.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.6% | -5.2% | +3.4% |
| 7D | +0.2% | +3.0% | -2.9% | +0.2% |
| 30D | +9.3% | -40.0% | +49.3% | +9.5% |
| 3M | +0.5% | -47.0% | +47.5% | +0.7% |
| 6M | +5.3% | -21.0% | +26.3% | +4.5% |
| YTD | +38.6% | +48.0% | -9.4% | +34.2% |
| All | +58.5% | +38.4% | +20.1% | +53.6% |
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