+86.9%
FOXA vs FCEL
-90.4%
+177.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.7% | +4.6% | -1.8% |
| 7D | -5.4% | +15.1% | -20.5% | -6.1% |
| 30D | +1.1% | -16.4% | +17.6% | +1.7% |
| 3M | -6.1% | -5.3% | -0.9% | -7.4% |
| 6M | +8.2% | +124.5% | -116.3% | +0.2% |
| YTD | -11.8% | +126.7% | -138.5% | -18.7% |
| 1Y | +9.9% | +219.9% | -210.0% | -2.0% |
| 3Y | +110.7% | -61.6% | +172.4% | +108.1% |
| 5Y | +86.9% | -90.5% | +177.4% | +102.8% |
| All | +86.9% | -90.4% | +177.3% | +102.8% |
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