-9.1%
LOW vs FCEL
-61.1%
+52.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.7% | +5.6% | -0.9% |
| 7D | -0.6% | +15.1% | -15.7% | -1.0% |
| 30D | -9.3% | -16.4% | +7.2% | -9.0% |
| 3M | -8.1% | -5.3% | -2.8% | -8.9% |
| 6M | -19.8% | +124.5% | -144.3% | -24.0% |
| YTD | -16.4% | +126.7% | -143.0% | -21.2% |
| 1Y | -24.7% | +219.9% | -244.5% | -31.0% |
| All | -9.1% | -61.1% | +52.0% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling