-19.5%
GRAB vs FCEL
-63.4%
+43.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | -0.7% |
| 7D | -12.0% | +6.3% | -18.3% | -12.4% |
| 30D | -19.5% | -18.8% | -0.7% | -18.9% |
| 3M | -8.0% | -3.8% | -4.1% | -9.8% |
| 6M | -22.2% | +121.1% | -143.4% | -29.7% |
| YTD | -39.7% | +113.3% | -152.9% | -45.6% |
| 1Y | -43.2% | +173.5% | -216.7% | -50.2% |
| All | -19.5% | -63.4% | +43.9% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling