+7,573.0%
JPM vs FCEL
-99.8%
+7,672.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.2% | +0.4% |
| 7D | +1.6% | +14.8% | -13.2% | +0.3% |
| 30D | +3.4% | -33.9% | +37.3% | +6.6% |
| 3M | -5.7% | -52.7% | +47.0% | -0.8% |
| 6M | +13.5% | -40.0% | +53.5% | +12.6% |
| YTD | +8.4% | +40.2% | -31.8% | -2.6% |
| 1Y | +9.1% | +32.9% | -23.9% | -2.1% |
| 3Y | +149.5% | -66.8% | +216.3% | +131.2% |
| 5Y | +132.6% | -97.0% | +229.6% | +156.1% |
| 10Y | +480.0% | -99.1% | +579.1% | +394.2% |
| All | +7,573.0% | -99.8% | +7,672.8% | +6,203.4% |
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