+21.9%
FIX vs FCEL
+47.0%
-25.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.5% | -1.5% | +3.7% |
| 7D | +6.4% | +3.9% | +2.6% | +5.6% |
| 30D | -29.1% | -33.1% | +4.0% | -23.5% |
| 3M | -31.1% | -43.0% | +11.8% | -24.5% |
| 6M | -42.8% | -31.3% | -11.5% | -41.1% |
| YTD | +24.6% | +49.8% | -25.2% | +4.9% |
| 1Y | +21.9% | +48.2% | -26.2% | +0.2% |
| All | +21.9% | +47.0% | -25.0% | +0.2% |
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