+25,190.3%
LOW vs FCEL
-99.8%
+25,290.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.1% |
| 7D | -1.7% | -15.8% | +14.1% | -0.8% |
| 30D | -7.0% | -29.3% | +22.2% | -5.4% |
| 3M | -0.9% | -30.1% | +29.3% | -0.9% |
| 6M | -20.1% | +74.4% | -94.5% | -26.0% |
| YTD | -13.9% | +104.5% | -118.4% | -21.5% |
| 1Y | -21.1% | +281.4% | -302.5% | -32.1% |
| 3Y | -6.6% | -66.1% | +59.5% | -10.9% |
| 5Y | +9.4% | -91.9% | +101.2% | +10.3% |
| 10Y | +220.5% | -99.2% | +319.7% | +201.8% |
| All | +25,190.3% | -99.8% | +25,290.1% | +19,665.7% |
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