+113.1%
FOXA vs FCEL
-58.3%
+171.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +18.8% | -19.1% | -0.7% |
| 7D | -0.6% | +4.0% | -4.6% | -0.8% |
| 30D | +2.3% | -13.1% | +15.4% | +2.5% |
| 3M | -2.8% | +14.6% | -17.4% | -4.1% |
| 6M | +9.6% | +133.7% | -124.1% | +4.7% |
| YTD | -9.9% | +143.0% | -152.9% | -14.2% |
| 1Y | +5.4% | +320.9% | -315.5% | -2.1% |
| All | +113.1% | -58.3% | +171.4% | +113.7% |
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