+16.9%
JD vs FCEL
-99.1%
+116.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.7% | +4.2% | -2.0% |
| 7D | -3.0% | +15.1% | -18.1% | -3.9% |
| 30D | -19.3% | -16.4% | -2.9% | -18.7% |
| 3M | -6.0% | -5.3% | -0.8% | -7.8% |
| 6M | +1.8% | +124.5% | -122.7% | -7.4% |
| YTD | -2.6% | +126.7% | -129.2% | -11.9% |
| 1Y | -17.4% | +219.9% | -237.3% | -28.0% |
| 3Y | -8.6% | -61.6% | +53.0% | -13.2% |
| 5Y | -61.6% | -90.5% | +28.9% | -61.3% |
| 10Y | +16.9% | -99.1% | +116.0% | +27.4% |
| All | +16.9% | -99.1% | +116.0% | +27.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling