+29.4%
NDAQ vs FCEL
+32.6%
-3.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.0% | +8.5% | +2.4% |
| 7D | +3.9% | -14.9% | +18.8% | +3.7% |
| 30D | +19.0% | -41.7% | +60.7% | +18.2% |
| 3M | +17.6% | -53.2% | +70.7% | +16.4% |
| 6M | +21.0% | -19.0% | +40.0% | +19.3% |
| YTD | +14.1% | +44.2% | -30.1% | +10.2% |
| 1Y | +29.4% | +42.4% | -13.0% | +24.6% |
| All | +29.4% | +32.6% | -3.1% | +24.6% |
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 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