+5,387.7%
O vs FCEL
-99.8%
+5,487.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.9% |
| 7D | -0.7% | -15.8% | +15.1% | +0.1% |
| 30D | -1.9% | -29.3% | +27.4% | -0.3% |
| 3M | +3.8% | -30.1% | +34.0% | +3.8% |
| 6M | -4.7% | +74.4% | -79.2% | -11.2% |
| YTD | +12.5% | +104.5% | -92.0% | +3.3% |
| 1Y | +10.8% | +281.4% | -270.5% | -3.4% |
| 3Y | +28.8% | -66.1% | +94.9% | +23.2% |
| 5Y | +13.2% | -91.9% | +105.1% | +13.6% |
| 10Y | +53.5% | -99.2% | +152.7% | +43.1% |
| All | +5,387.7% | -99.8% | +5,487.5% | +4,795.6% |
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