+8,533.7%
FIX vs FCEL
-99.8%
+8,633.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | -0.1% |
| 7D | -13.9% | -8.3% | -5.6% | -13.0% |
| 30D | -35.5% | -43.0% | +7.4% | -31.6% |
| 3M | -33.9% | -48.2% | +14.2% | -29.7% |
| 6M | -43.3% | -25.0% | -18.3% | -43.5% |
| YTD | +18.7% | +40.6% | -22.0% | +9.5% |
| 1Y | +13.8% | +36.0% | -22.2% | +4.9% |
| 3Y | +495.0% | -66.7% | +561.7% | +474.5% |
| 5Y | +1,049.0% | -96.7% | +1,145.7% | +1,209.9% |
| 10Y | +3,644.4% | -99.0% | +3,743.5% | +3,341.1% |
| All | +8,533.7% | -99.8% | +8,633.5% | +7,851.0% |
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