+47.6%
ON vs FCEL
+32.6%
+15.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.0% | +4.1% | -1.0% |
| 7D | -5.8% | -14.9% | +9.1% | -3.7% |
| 30D | -17.1% | -41.7% | +24.6% | -11.1% |
| 3M | -11.8% | -53.2% | +41.3% | -3.4% |
| 6M | -30.2% | -19.0% | -11.1% | -32.1% |
| YTD | +31.6% | +44.2% | -12.6% | +15.9% |
| 1Y | +47.6% | +42.4% | +5.1% | +27.8% |
| All | +47.6% | +32.6% | +15.0% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling