+14.2%
LQD vs FCEL
-62.7%
+76.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | -0.1% |
| 7D | -1.1% | +6.3% | -7.4% | -1.2% |
| 30D | -1.3% | -26.7% | +25.4% | -1.0% |
| 3M | -3.2% | -10.2% | +7.0% | -3.4% |
| 6M | -2.1% | +123.5% | -125.6% | -3.6% |
| YTD | -2.4% | +117.4% | -119.7% | -3.9% |
| 1Y | -2.7% | +146.0% | -148.6% | -4.7% |
| 3Y | +14.2% | -61.9% | +76.1% | +14.4% |
| All | +14.2% | -62.7% | +76.9% | +14.4% |
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