-9.7%
JD vs FCEL
+32.6%
-42.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.0% | +9.0% | +3.1% |
| 7D | +9.0% | -14.9% | +23.8% | +9.2% |
| 30D | +5.2% | -41.7% | +46.9% | +5.9% |
| 3M | -15.9% | -53.2% | +37.3% | -15.0% |
| 6M | -7.7% | -19.0% | +11.4% | -10.3% |
| YTD | +0.1% | +44.2% | -44.1% | -7.2% |
| 1Y | -9.7% | +42.4% | -52.2% | -16.8% |
| All | -9.7% | +32.6% | -42.3% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling