+643.2%
GEV vs FCEL
-47.1%
+690.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +18.8% | -15.7% | +0.9% |
| 7D | +8.1% | +4.0% | +4.1% | +7.2% |
| 30D | -1.9% | -13.1% | +11.1% | -0.9% |
| 3M | +4.1% | +14.6% | -10.5% | +0.6% |
| 6M | +23.2% | +133.7% | -110.5% | +7.5% |
| YTD | +48.9% | +143.0% | -94.1% | +28.6% |
| 1Y | +62.2% | +320.9% | -258.7% | +31.9% |
| All | +643.2% | -47.1% | +690.3% | +697.7% |
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