+34.1%
FITB vs FCEL
+32.6%
+1.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.4% | +1.6% |
| 7D | +2.3% | -14.9% | +17.2% | +2.6% |
| 30D | +7.7% | -41.7% | +49.4% | +8.7% |
| 3M | -4.5% | -53.2% | +48.7% | -3.4% |
| 6M | +12.5% | -19.0% | +31.5% | +10.9% |
| YTD | +19.8% | +44.2% | -24.4% | +13.0% |
| 1Y | +34.1% | +42.4% | -8.3% | +25.6% |
| All | +34.1% | +32.6% | +1.6% | +25.6% |
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