+12.0%
FOXA vs FCEL
+175.4%
-163.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.9% | +8.0% | +2.2% |
| 7D | -3.7% | +6.3% | -10.0% | -3.8% |
| 30D | +5.4% | -18.8% | +24.2% | +5.6% |
| 3M | -3.7% | -3.8% | +0.1% | -4.6% |
| 6M | +12.6% | +121.1% | -108.6% | +7.0% |
| YTD | -10.0% | +113.3% | -123.2% | -14.3% |
| All | +12.0% | +175.4% | -163.4% | +4.3% |
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