+50.9%
FERG vs FCEL
-61.1%
+112.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.7% | +5.3% | -1.0% |
| 7D | +0.9% | +15.1% | -14.2% | +0.1% |
| 30D | -15.1% | -16.4% | +1.4% | -14.6% |
| 3M | -4.8% | -5.3% | +0.4% | -6.3% |
| 6M | -2.5% | +124.5% | -127.0% | -10.7% |
| YTD | +1.8% | +126.7% | -124.9% | -7.2% |
| 1Y | -0.3% | +219.9% | -220.2% | -12.1% |
| All | +50.9% | -61.1% | +112.0% | +50.0% |
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