+2,327.9%
NDAQ vs FCEL
-100.0%
+2,427.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.0% |
| 7D | -2.4% | -15.8% | +13.4% | -1.3% |
| 30D | +2.5% | -29.3% | +31.7% | +4.7% |
| 3M | +9.9% | -30.1% | +40.1% | +9.8% |
| 6M | +9.4% | +74.4% | -65.0% | -0.6% |
| YTD | +0.4% | +104.5% | -104.1% | -10.6% |
| 1Y | +4.0% | +281.4% | -277.3% | -13.6% |
| 3Y | +94.4% | -66.1% | +160.5% | +82.6% |
| 5Y | +56.7% | -91.9% | +148.6% | +57.7% |
| 10Y | +375.3% | -99.2% | +474.5% | +353.2% |
| All | +2,327.9% | -100.0% | +2,427.9% | +2,392.0% |
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