+14.5%
FIX vs FCEL
+38.4%
-23.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +8.6% | +0.8% | +7.6% |
| 7D | -7.2% | +3.0% | -10.3% | -7.5% |
| 30D | -35.1% | -40.0% | +4.9% | -28.6% |
| 3M | -34.3% | -47.0% | +12.8% | -27.0% |
| 6M | -42.9% | -21.0% | -21.9% | -42.6% |
| YTD | +19.5% | +48.0% | -28.6% | +0.6% |
| All | +14.5% | +38.4% | -23.9% | -5.4% |
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