+1,520.5%
FITB vs FCEL
-99.8%
+1,620.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | +0.6% | -15.8% | +16.4% | +2.1% |
| 30D | -4.7% | -29.3% | +24.5% | -2.0% |
| 3M | +6.7% | -30.1% | +36.8% | +6.7% |
| 6M | +12.6% | +74.4% | -61.9% | +0.1% |
| YTD | +19.1% | +104.5% | -85.4% | +3.4% |
| 1Y | +22.6% | +281.4% | -258.7% | -2.3% |
| 3Y | +127.1% | -66.1% | +193.2% | +111.9% |
| 5Y | +71.8% | -91.9% | +163.7% | +74.6% |
| 10Y | +287.2% | -99.2% | +386.4% | +252.5% |
| All | +1,520.5% | -99.8% | +1,620.3% | +1,442.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling