+92.6%
NDAQ vs FCEL
-59.7%
+152.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +18.8% | -20.7% | -2.0% |
| 7D | -2.6% | +4.0% | -6.5% | -2.6% |
| 30D | +0.5% | -13.1% | +13.5% | +0.5% |
| 3M | +9.9% | +14.6% | -4.7% | +9.1% |
| 6M | +8.2% | +133.7% | -125.5% | +5.0% |
| YTD | -1.5% | +143.0% | -144.4% | -4.6% |
| 1Y | +1.3% | +320.9% | -319.5% | -3.7% |
| 3Y | +92.6% | -58.9% | +151.5% | +93.3% |
| All | +92.6% | -59.7% | +152.3% | +93.3% |
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