+19.9%
JPM vs FCEL
+197.5%
-177.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.6% | -0.2% |
| 7D | -2.3% | +6.3% | -8.6% | -2.5% |
| 30D | -2.3% | -18.8% | +16.5% | -2.0% |
| 3M | +14.9% | -3.8% | +18.7% | +13.9% |
| 6M | +23.6% | +121.1% | -97.5% | +16.7% |
| YTD | +11.3% | +113.3% | -102.0% | +4.5% |
| 1Y | +19.9% | +173.5% | -153.6% | +11.7% |
| All | +19.9% | +197.5% | -177.6% | +11.7% |
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