+448.7%
FIX vs FCEL
-74.5%
+523.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +11.5% | -6.0% | +3.8% |
| 7D | -17.5% | -11.3% | -6.2% | -15.9% |
| 30D | -41.6% | -45.8% | +4.2% | -36.6% |
| 3M | -40.6% | -51.0% | +10.4% | -35.2% |
| 6M | -49.4% | -22.3% | -27.1% | -48.9% |
| YTD | +9.2% | +36.2% | -27.0% | +1.7% |
| 1Y | +6.5% | +29.0% | -22.5% | -0.7% |
| 3Y | +448.7% | -70.9% | +519.6% | +459.4% |
| All | +448.7% | -74.5% | +523.2% | +459.4% |
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 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