+22.6%
FITB vs FCEL
+269.1%
-246.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | +0.6% | -15.8% | +16.4% | +0.9% |
| 30D | -4.7% | -29.3% | +24.5% | -4.1% |
| 3M | +6.7% | -30.1% | +36.8% | +6.6% |
| 6M | +12.6% | +74.4% | -61.9% | +7.4% |
| YTD | +19.1% | +104.5% | -85.4% | +12.4% |
| 1Y | +22.6% | +281.4% | -258.7% | +18.3% |
| All | +22.6% | +269.1% | -246.5% | +18.3% |
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