+71.4%
MSFT vs FCEL
-90.2%
+161.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +18.8% | -19.9% | -2.2% |
| 7D | -1.4% | +4.0% | -5.4% | -1.8% |
| 30D | -1.0% | -13.1% | +12.0% | -0.6% |
| 3M | +20.2% | +14.6% | +5.6% | +17.0% |
| 6M | +21.3% | +133.7% | -112.4% | +10.2% |
| YTD | +2.8% | +143.0% | -140.2% | -7.3% |
| 1Y | 0.0% | +320.9% | -320.9% | -14.8% |
| 3Y | +51.2% | -58.9% | +110.1% | +46.5% |
| 5Y | +71.4% | -89.7% | +161.1% | +87.5% |
| All | +71.4% | -90.2% | +161.6% | +87.5% |
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