+18.9%
JD vs FCEL
-68.7%
+87.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.1% | +1.8% |
| 7D | -4.1% | -2.8% | -1.3% | -4.1% |
| 30D | +4.6% | -31.6% | +36.2% | +6.2% |
| 3M | -4.7% | -52.4% | +47.7% | -2.1% |
| 6M | -17.4% | -51.4% | +34.1% | -17.4% |
| YTD | +0.7% | +32.4% | -31.7% | -7.8% |
| 1Y | -5.9% | +37.5% | -43.4% | -14.5% |
| 3Y | +18.9% | -69.3% | +88.1% | +19.6% |
| All | +18.9% | -68.7% | +87.5% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling