+90.8%
FOXA vs FCEL
-90.1%
+181.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.9% | -5.3% | -3.4% |
| 7D | -4.0% | -15.8% | +11.9% | -3.5% |
| 30D | +12.0% | -29.3% | +41.3% | +13.1% |
| 3M | +0.3% | -30.1% | +30.4% | +0.3% |
| 6M | +12.5% | +74.4% | -62.0% | +7.8% |
| YTD | -9.6% | +104.5% | -114.1% | -14.2% |
| 1Y | +8.6% | +281.4% | -272.8% | -0.1% |
| 3Y | +118.5% | -66.1% | +184.6% | +113.5% |
| 5Y | +88.8% | -91.9% | +180.6% | +90.1% |
| All | +90.8% | -90.1% | +181.0% | +86.7% |
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 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