+189.5%
LQD vs FCEL
-100.0%
+289.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.7% | +6.5% | -0.1% |
| 7D | 0.0% | +15.1% | -15.1% | -0.1% |
| 30D | -0.2% | -16.4% | +16.2% | -0.1% |
| 3M | -1.7% | -5.3% | +3.6% | -1.9% |
| 6M | -2.7% | +124.5% | -127.2% | -3.6% |
| YTD | -1.4% | +126.7% | -128.1% | -2.5% |
| 1Y | -1.0% | +219.9% | -220.9% | -2.4% |
| 3Y | +15.1% | -61.6% | +76.7% | +14.4% |
| 5Y | -5.2% | -90.5% | +85.3% | -5.3% |
| 10Y | +23.3% | -99.1% | +122.4% | +22.6% |
| All | +189.5% | -100.0% | +289.4% | +189.4% |
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 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