+16.1%
JPM vs FCEL
+32.6%
-16.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.0% | +10.2% | +4.3% |
| 7D | +3.8% | -14.9% | +18.6% | +4.1% |
| 30D | +6.5% | -41.7% | +48.1% | +7.5% |
| 3M | -1.0% | -53.2% | +52.1% | +0.2% |
| 6M | +15.5% | -19.0% | +34.6% | +13.6% |
| YTD | +11.4% | +44.2% | -32.8% | +4.2% |
| 1Y | +16.1% | +42.4% | -26.4% | +7.1% |
| All | +16.1% | +32.6% | -16.5% | +7.1% |
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