+15.3%
O vs FCEL
-90.4%
+105.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.7% | +5.2% | -1.3% |
| 7D | -2.3% | +15.1% | -17.3% | -2.7% |
| 30D | -2.4% | -16.4% | +14.0% | -2.2% |
| 3M | -0.6% | -5.3% | +4.7% | -1.6% |
| 6M | -5.0% | +124.5% | -129.5% | -10.1% |
| YTD | +10.4% | +126.7% | -116.3% | +4.1% |
| 1Y | +6.6% | +219.9% | -213.3% | -2.1% |
| 3Y | +28.4% | -61.6% | +90.0% | +27.8% |
| 5Y | +15.3% | -90.5% | +105.8% | +21.9% |
| All | +15.3% | -90.4% | +105.7% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling