-74.4%
GRAB vs FCEL
-94.5%
+20.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -6.7% | +0.2% | -5.6% |
| 7D | -13.9% | +15.1% | -29.0% | -15.8% |
| 30D | -17.2% | -16.4% | -0.7% | -16.1% |
| 3M | -7.9% | -5.3% | -2.6% | -11.9% |
| 6M | -23.2% | +124.5% | -147.8% | -39.1% |
| YTD | -39.1% | +126.7% | -165.8% | -52.5% |
| 1Y | -42.5% | +219.9% | -262.4% | -59.1% |
| 3Y | -18.3% | -61.6% | +43.4% | -25.6% |
| 5Y | -71.7% | -90.5% | +18.8% | -66.4% |
| All | -74.4% | -94.5% | +20.1% | -65.8% |
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 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