+11.4%
FPS vs FCEL
+157.0%
-145.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +18.8% | -15.7% | -0.6% |
| 7D | +10.4% | +4.0% | +6.4% | +8.9% |
| 30D | -16.5% | -13.1% | -3.5% | -14.8% |
| 3M | -45.5% | +14.6% | -60.1% | -47.4% |
| 6M | +2.1% | +133.7% | -131.6% | -21.2% |
| All | +11.4% | +157.0% | -145.6% | -21.3% |
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