-22.1%
FPS vs FCEL
+56.6%
-78.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +8.6% | +7.4% | +13.5% |
| 7D | -8.0% | +3.0% | -11.0% | -7.8% |
| 30D | -43.5% | -40.0% | -3.6% | -35.2% |
| 3M | -41.6% | -47.0% | +5.4% | -32.1% |
| 6M | -44.0% | -21.0% | -23.0% | -41.0% |
| All | -22.1% | +56.6% | -78.7% | -37.2% |
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