+291.3%
IR vs FCEL
-96.2%
+387.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.2% |
| 7D | -2.8% | -15.8% | +13.0% | -2.1% |
| 30D | -15.1% | -29.3% | +14.1% | -13.9% |
| 3M | +6.1% | -30.1% | +36.2% | +6.2% |
| 6M | -16.8% | +74.4% | -91.3% | -21.7% |
| YTD | -3.5% | +104.5% | -108.1% | -10.3% |
| 1Y | -3.5% | +281.4% | -284.9% | -14.2% |
| 3Y | +9.5% | -66.1% | +75.6% | +5.6% |
| 5Y | +45.1% | -91.9% | +136.9% | +46.2% |
| All | +291.3% | -96.2% | +387.5% | +312.6% |
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