+48.3%
FITB vs FCEL
-96.5%
+144.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.5% | -6.1% | -0.1% |
| 7D | -0.6% | +3.9% | -4.5% | -1.0% |
| 30D | +7.0% | -33.1% | +40.2% | +9.8% |
| 3M | -4.8% | -43.0% | +38.2% | -2.0% |
| 6M | +13.5% | -31.3% | +44.9% | +10.9% |
| YTD | +19.1% | +49.8% | -30.7% | +5.6% |
| 1Y | +30.8% | +48.2% | -17.4% | +15.3% |
| 3Y | +141.6% | -64.6% | +206.2% | +131.6% |
| 5Y | +48.3% | -96.7% | +145.0% | +90.9% |
| All | +48.3% | -96.5% | +144.8% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling