+39.1%
O vs FCEL
-68.7%
+107.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.8% | -0.7% |
| 7D | -0.4% | -2.8% | +2.4% | -0.4% |
| 30D | +7.1% | -31.6% | +38.8% | +7.3% |
| 3M | -5.2% | -52.4% | +47.2% | -5.0% |
| 6M | -1.8% | -51.4% | +49.6% | -2.1% |
| YTD | +9.1% | +32.4% | -23.4% | +6.4% |
| 1Y | +9.7% | +37.5% | -27.8% | +6.8% |
| 3Y | +39.1% | -69.3% | +108.4% | +40.2% |
| All | +39.1% | -68.7% | +107.8% | +40.2% |
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