-5.8%
LQD vs FCEL
-91.3%
+85.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.0% | -0.8% |
| 7D | -1.1% | +6.3% | -7.4% | -1.2% |
| 30D | -1.1% | -18.8% | +17.7% | -0.9% |
| 3M | -2.3% | -3.8% | +1.5% | -2.8% |
| 6M | -2.9% | +121.1% | -124.0% | -5.2% |
| YTD | -2.3% | +113.3% | -115.6% | -4.8% |
| 1Y | -2.2% | +173.5% | -175.7% | -5.5% |
| 3Y | +14.0% | -63.9% | +77.9% | +13.6% |
| 5Y | -5.8% | -90.7% | +84.9% | -4.1% |
| All | -5.8% | -91.3% | +85.5% | -4.1% |
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 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