+2,658.0%
NDAQ vs FCEL
-100.0%
+2,757.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.5% | -6.8% | -0.8% |
| 7D | 0.0% | +3.9% | -3.9% | -0.5% |
| 30D | +16.3% | -33.1% | +49.4% | +19.2% |
| 3M | +15.8% | -43.0% | +58.8% | +19.1% |
| 6M | +24.8% | -31.3% | +56.1% | +22.2% |
| YTD | +14.1% | +49.8% | -35.7% | +2.9% |
| 1Y | +26.5% | +48.2% | -21.6% | +13.6% |
| 3Y | +119.1% | -64.6% | +183.7% | +103.2% |
| 5Y | +70.9% | -96.7% | +167.7% | +85.1% |
| 10Y | +479.7% | -99.0% | +578.7% | +419.7% |
| All | +2,658.0% | -100.0% | +2,757.9% | +2,766.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling