+129.0%
FITB vs FCEL
-61.1%
+190.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.1% | -0.3% |
| 7D | -0.4% | +15.1% | -15.5% | -1.1% |
| 30D | -5.1% | -16.4% | +11.3% | -4.6% |
| 3M | +3.5% | -5.3% | +8.8% | +2.0% |
| 6M | +17.2% | +124.5% | -107.3% | +7.3% |
| YTD | +17.6% | +126.7% | -109.0% | +7.0% |
| 1Y | +23.4% | +219.9% | -196.5% | +8.1% |
| All | +129.0% | -61.1% | +190.1% | +132.0% |
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