+7,843.3%
FIX vs FCEL
-99.8%
+7,943.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +11.5% | -6.0% | +4.3% |
| 7D | -17.5% | -11.3% | -6.2% | -16.3% |
| 30D | -41.6% | -45.8% | +4.2% | -37.7% |
| 3M | -40.6% | -51.0% | +10.4% | -36.5% |
| 6M | -49.4% | -22.3% | -27.1% | -49.7% |
| YTD | +9.2% | +36.2% | -27.0% | +1.1% |
| 1Y | +6.5% | +29.0% | -22.5% | -1.4% |
| 3Y | +448.7% | -70.9% | +519.6% | +436.4% |
| 5Y | +948.7% | -96.3% | +1,045.0% | +1,081.9% |
| 10Y | +3,659.7% | -99.1% | +3,758.8% | +3,365.1% |
| All | +7,843.3% | -99.8% | +7,943.2% | +7,237.6% |
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