+107.3%
META vs FCEL
-65.9%
+173.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +1.0% |
| 7D | +6.7% | -15.8% | +22.5% | +7.1% |
| 30D | +4.8% | -29.3% | +34.0% | +5.5% |
| 3M | -1.6% | -30.1% | +28.5% | -1.9% |
| 6M | -7.5% | +74.4% | -81.9% | -11.6% |
| YTD | -6.4% | +104.5% | -110.9% | -11.4% |
| 1Y | -17.3% | +281.4% | -298.7% | -24.2% |
| All | +107.3% | -65.9% | +173.2% | +96.7% |
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 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