+5,221.5%
O vs FCEL
-99.9%
+5,321.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.8% | -0.4% |
| 7D | -0.4% | -2.8% | +2.4% | -0.3% |
| 30D | +7.1% | -31.6% | +38.8% | +9.0% |
| 3M | -5.2% | -52.4% | +47.2% | -2.2% |
| 6M | -1.8% | -51.4% | +49.6% | -1.2% |
| YTD | +9.1% | +32.4% | -23.4% | +1.8% |
| 1Y | +9.7% | +37.5% | -27.8% | +1.7% |
| 3Y | +39.1% | -69.3% | +108.4% | +32.9% |
| 5Y | +8.4% | -97.1% | +105.5% | +15.6% |
| 10Y | +80.2% | -99.1% | +179.3% | +63.6% |
| All | +5,221.5% | -99.9% | +5,321.3% | +4,725.0% |
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