+76.5%
FOXA vs FCEL
-97.2%
+173.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.6% | +9.7% | +4.4% |
| 7D | +2.7% | -2.8% | +5.5% | +2.8% |
| 30D | +10.0% | -31.6% | +41.6% | +11.5% |
| 3M | +5.0% | -52.4% | +57.4% | +7.6% |
| 6M | +3.4% | -51.4% | +54.8% | +3.6% |
| YTD | -5.5% | +32.4% | -37.9% | -11.8% |
| 1Y | +5.5% | +37.5% | -32.0% | -2.1% |
| 3Y | +139.3% | -69.3% | +208.6% | +134.6% |
| All | +76.5% | -97.2% | +173.6% | +104.9% |
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