+32.5%
JD vs FCEL
-99.1%
+131.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.7% | +0.1% |
| 7D | +5.2% | -8.3% | +13.5% | +5.5% |
| 30D | +4.5% | -43.0% | +47.5% | +7.7% |
| 3M | -15.4% | -48.2% | +32.7% | -12.9% |
| 6M | -6.0% | -25.0% | +18.9% | -8.2% |
| YTD | +2.2% | +40.6% | -38.5% | -5.6% |
| 1Y | -6.7% | +36.0% | -42.6% | -14.0% |
| 3Y | +20.5% | -66.7% | +87.3% | +14.8% |
| 5Y | -58.4% | -96.7% | +38.2% | -56.1% |
| 10Y | +32.5% | -99.0% | +131.5% | +41.9% |
| All | +32.5% | -99.1% | +131.6% | +41.9% |
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