+135.0%
GOOG vs FCEL
-91.3%
+226.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.9% | +6.5% | +1.0% |
| 7D | -2.5% | +6.3% | -8.8% | -3.0% |
| 30D | -3.6% | -18.8% | +15.2% | -2.8% |
| 3M | -6.4% | -3.8% | -2.6% | -8.2% |
| 6M | +7.8% | +121.1% | -113.4% | -2.8% |
| YTD | +5.5% | +113.3% | -107.8% | -5.5% |
| 1Y | +38.3% | +173.5% | -135.2% | +19.0% |
| 3Y | +143.1% | -63.9% | +207.0% | +136.7% |
| 5Y | +135.0% | -90.7% | +225.7% | +161.4% |
| All | +135.0% | -91.3% | +226.3% | +161.4% |
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