+52.4%
GEV vs FCEL
+32.6%
+19.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.0% | -3.3% | -8.2% |
| 7D | -5.1% | -14.9% | +9.7% | -2.5% |
| 30D | -15.8% | -41.7% | +25.8% | -8.2% |
| 3M | -18.2% | -53.2% | +35.0% | -8.7% |
| 6M | -22.4% | -19.0% | -3.3% | -23.0% |
| YTD | +27.7% | +44.2% | -16.4% | +10.1% |
| 1Y | +52.4% | +42.4% | +9.9% | +29.3% |
| All | +52.4% | +32.6% | +19.8% | +29.3% |
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 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