+141.1%
FITB vs FCEL
-64.6%
+205.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.5% | -6.1% | +0.1% |
| 7D | -0.6% | +3.9% | -4.5% | -0.8% |
| 30D | +7.0% | -33.1% | +40.2% | +8.5% |
| 3M | -4.8% | -43.0% | +38.2% | -3.2% |
| 6M | +13.5% | -31.3% | +44.9% | +12.1% |
| YTD | +19.1% | +49.8% | -30.7% | +11.2% |
| 1Y | +30.8% | +48.2% | -17.4% | +21.7% |
| All | +141.1% | -64.6% | +205.7% | +139.7% |
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