+30.3%
O vs FCEL
-59.7%
+90.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +18.8% | -19.2% | -0.5% |
| 7D | -0.6% | +4.0% | -4.5% | -0.6% |
| 30D | -2.0% | -13.1% | +11.1% | -1.9% |
| 3M | +3.0% | +14.6% | -11.6% | +2.1% |
| 6M | -3.6% | +133.7% | -137.3% | -6.6% |
| YTD | +12.1% | +143.0% | -130.9% | +8.2% |
| 1Y | +8.9% | +320.9% | -312.0% | +2.7% |
| 3Y | +30.3% | -58.9% | +89.2% | +34.7% |
| All | +30.3% | -59.7% | +90.1% | +34.7% |
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