+62.8%
META vs FCEL
-91.9%
+154.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | +6.7% | -15.8% | +22.5% | +8.1% |
| 30D | +4.8% | -29.3% | +34.0% | +7.4% |
| 3M | -1.6% | -30.1% | +28.5% | -2.0% |
| 6M | -7.5% | +74.4% | -81.9% | -18.9% |
| YTD | -6.4% | +104.5% | -110.9% | -20.3% |
| 1Y | -17.3% | +281.4% | -298.7% | -36.8% |
| 3Y | +109.9% | -66.1% | +176.0% | +103.2% |
| All | +62.8% | -91.9% | +154.7% | +98.1% |
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