+67.1%
FDX vs FCEL
-91.9%
+159.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | -2.5% | -15.8% | +13.3% | -1.7% |
| 30D | +3.8% | -29.3% | +33.1% | +5.4% |
| 3M | -1.3% | -30.1% | +28.8% | -1.4% |
| 6M | +5.0% | +74.4% | -69.4% | -2.7% |
| YTD | +39.6% | +104.5% | -64.9% | +27.2% |
| 1Y | +81.1% | +281.4% | -200.2% | +55.4% |
| 3Y | +63.0% | -66.1% | +129.1% | +59.8% |
| All | +67.1% | -91.9% | +159.0% | +86.9% |
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