+154.6%
JPM vs FCEL
-91.3%
+245.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.6% | -0.1% |
| 7D | -2.3% | +6.3% | -8.6% | -2.7% |
| 30D | -2.3% | -18.8% | +16.5% | -1.7% |
| 3M | +14.9% | -3.8% | +18.7% | +13.4% |
| 6M | +23.6% | +121.1% | -97.5% | +14.9% |
| YTD | +11.3% | +113.3% | -102.0% | +3.2% |
| 1Y | +19.9% | +173.5% | -153.6% | +8.4% |
| 3Y | +162.6% | -63.9% | +226.5% | +157.0% |
| 5Y | +154.6% | -90.7% | +245.3% | +162.6% |
| All | +154.6% | -91.3% | +245.9% | +162.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling