+51.2%
MSFT vs FCEL
-59.7%
+111.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +18.8% | -19.9% | -1.7% |
| 7D | -1.4% | +4.0% | -5.4% | -1.6% |
| 30D | -1.0% | -13.1% | +12.0% | -0.8% |
| 3M | +20.2% | +14.6% | +5.6% | +18.9% |
| 6M | +21.3% | +133.7% | -112.4% | +16.5% |
| YTD | +2.8% | +143.0% | -140.2% | -1.5% |
| 1Y | 0.0% | +320.9% | -320.9% | -5.8% |
| 3Y | +51.2% | -58.9% | +110.1% | +44.6% |
| All | +51.2% | -59.7% | +111.0% | +44.6% |
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