+8.1%
FPS vs FCEL
+116.4%
-108.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.5% | +2.1% |
| 7D | +3.1% | -15.8% | +18.9% | +6.3% |
| 30D | -18.6% | -29.3% | +10.7% | -13.3% |
| 3M | -51.5% | -30.1% | -21.3% | -49.0% |
| 6M | -8.5% | +74.4% | -83.0% | -22.8% |
| All | +8.1% | +116.4% | -108.2% | -20.8% |
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 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