+43.3%
IR vs FCEL
-90.2%
+133.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +18.8% | -20.4% | -2.9% |
| 7D | +0.6% | +4.0% | -3.4% | +0.1% |
| 30D | -13.6% | -13.1% | -0.5% | -13.1% |
| 3M | +3.7% | +14.6% | -10.9% | +0.2% |
| 6M | -13.1% | +133.7% | -146.7% | -23.1% |
| YTD | -5.1% | +143.0% | -148.1% | -17.0% |
| 1Y | -6.5% | +320.9% | -327.3% | -24.0% |
| 3Y | +8.5% | -58.9% | +67.4% | +4.0% |
| 5Y | +43.3% | -89.7% | +133.0% | +55.1% |
| All | +43.3% | -90.2% | +133.5% | +55.1% |
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