+55.0%
JD vs FCEL
-99.9%
+154.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.6% | -11.1% | -3.0% |
| 7D | +7.9% | +3.0% | +4.9% | +7.5% |
| 30D | +4.8% | -40.0% | +44.8% | +7.7% |
| 3M | -13.9% | -47.0% | +33.1% | -11.4% |
| 6M | -5.8% | -21.0% | +15.2% | -8.3% |
| YTD | +2.4% | +48.0% | -45.6% | -5.9% |
| 1Y | -7.5% | +43.9% | -51.4% | -15.3% |
| 3Y | +20.9% | -67.5% | +88.4% | +15.1% |
| 5Y | -58.0% | -96.7% | +38.6% | -55.4% |
| 10Y | +28.9% | -99.0% | +127.9% | +42.8% |
| All | +55.0% | -99.9% | +154.9% | +110.6% |
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