+119.2%
NDAQ vs FCEL
-64.6%
+183.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.5% | -6.8% | -0.3% |
| 7D | 0.0% | +3.9% | -3.9% | 0.0% |
| 30D | +16.3% | -33.1% | +49.4% | +16.5% |
| 3M | +15.8% | -43.0% | +58.8% | +16.0% |
| 6M | +24.8% | -31.3% | +56.1% | +23.8% |
| YTD | +14.1% | +49.8% | -35.7% | +10.9% |
| 1Y | +26.5% | +48.2% | -21.6% | +22.9% |
| All | +119.2% | -64.6% | +183.8% | +119.4% |
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 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