+65.5%
FDX vs FCEL
-74.5%
+140.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +11.5% | -14.3% | -3.0% |
| 7D | -1.6% | -11.2% | +9.6% | -1.4% |
| 30D | +6.6% | -45.8% | +52.4% | +8.0% |
| 3M | -2.1% | -51.0% | +48.9% | -0.8% |
| 6M | +2.2% | -22.2% | +24.4% | +0.5% |
| YTD | +33.9% | +36.3% | -2.3% | +27.9% |
| 1Y | +50.2% | +29.0% | +21.2% | +43.4% |
| 3Y | +65.5% | -70.9% | +136.4% | +61.5% |
| All | +65.5% | -74.5% | +140.0% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling