-71.2%
GRAB vs FCEL
-90.6%
+19.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.1% |
| 7D | -10.8% | +6.3% | -17.1% | -11.8% |
| 30D | -15.5% | -26.7% | +11.2% | -12.7% |
| 3M | -9.0% | -10.2% | +1.2% | -12.3% |
| 6M | -21.6% | +123.5% | -145.1% | -38.4% |
| YTD | -38.9% | +117.4% | -156.3% | -52.4% |
| 1Y | -44.8% | +146.0% | -190.8% | -59.4% |
| 3Y | -18.4% | -61.9% | +43.4% | -24.5% |
| All | -71.2% | -90.6% | +19.4% | -57.4% |
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