-26.3%
LOW vs FCEL
+175.4%
-201.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | -1.1% |
| 7D | -2.6% | +6.3% | -8.9% | -2.5% |
| 30D | -11.1% | -18.8% | +7.7% | -11.3% |
| 3M | -8.5% | -3.8% | -4.7% | -8.6% |
| 6M | -20.8% | +121.1% | -142.0% | -21.4% |
| YTD | -17.2% | +113.3% | -130.5% | -17.7% |
| All | -26.3% | +175.4% | -201.8% | -26.1% |
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