+9.0%
MSFT vs FCEL
+32.6%
-23.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -6.0% | +12.7% | +6.9% |
| 7D | +4.7% | -14.9% | +19.5% | +5.3% |
| 30D | +5.8% | -41.7% | +47.5% | +7.8% |
| 3M | +13.0% | -53.2% | +66.1% | +15.7% |
| 6M | +34.9% | -19.0% | +54.0% | +32.5% |
| YTD | +15.7% | +44.2% | -28.5% | +8.4% |
| 1Y | +9.0% | +42.4% | -33.5% | +1.4% |
| All | +9.0% | +32.6% | -23.6% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling