+948.1%
FIX vs FCEL
-96.5%
+1,044.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +11.5% | -6.1% | +3.8% |
| 7D | -17.5% | -11.2% | -6.2% | -15.9% |
| 30D | -41.6% | -45.8% | +4.2% | -36.4% |
| 3M | -40.6% | -51.0% | +10.4% | -35.1% |
| 6M | -49.4% | -22.2% | -27.1% | -49.4% |
| YTD | +9.2% | +36.3% | -27.1% | -0.2% |
| 1Y | +6.5% | +29.0% | -22.6% | -2.7% |
| 3Y | +448.7% | -70.9% | +519.6% | +446.7% |
| All | +948.1% | -96.5% | +1,044.6% | +1,232.1% |
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