+7.1%
LOW vs FCEL
-90.7%
+97.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.7% | +5.6% | -0.8% |
| 7D | -0.6% | +15.1% | -15.7% | -1.4% |
| 30D | -9.3% | -16.4% | +7.2% | -8.7% |
| 3M | -8.1% | -5.3% | -2.8% | -9.7% |
| 6M | -19.8% | +124.5% | -144.3% | -27.4% |
| YTD | -16.4% | +126.7% | -143.0% | -24.9% |
| 1Y | -24.7% | +219.9% | -244.5% | -35.5% |
| 3Y | -8.8% | -61.6% | +52.8% | -10.1% |
| All | +7.1% | -90.7% | +97.8% | +15.6% |
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