+4,702.1%
FDX vs FCEL
-99.8%
+4,802.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +11.5% | -14.3% | -3.5% |
| 7D | -1.6% | -11.2% | +9.6% | -1.0% |
| 30D | +6.6% | -45.8% | +52.4% | +10.8% |
| 3M | -2.1% | -51.0% | +48.9% | +1.7% |
| 6M | +2.2% | -22.2% | +24.4% | -0.6% |
| YTD | +33.9% | +36.3% | -2.3% | +22.9% |
| 1Y | +50.2% | +29.0% | +21.2% | +37.7% |
| 3Y | +65.5% | -70.9% | +136.4% | +57.4% |
| 5Y | +74.1% | -96.3% | +170.4% | +85.7% |
| 10Y | +156.7% | -99.1% | +255.7% | +131.8% |
| All | +4,702.1% | -99.8% | +4,802.0% | +3,467.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling