-27.4%
ON vs FCEL
-59.7%
+32.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +18.8% | -23.2% | -7.0% |
| 7D | -2.2% | +4.0% | -6.1% | -3.2% |
| 30D | -12.4% | -13.1% | +0.6% | -11.4% |
| 3M | -41.2% | +14.6% | -55.8% | -44.6% |
| 6M | +25.0% | +133.7% | -108.7% | +3.0% |
| YTD | +31.3% | +143.0% | -111.7% | +6.4% |
| 1Y | +45.4% | +320.9% | -275.4% | +5.3% |
| 3Y | -27.4% | -58.9% | +31.5% | -33.7% |
| All | -27.4% | -59.7% | +32.3% | -33.7% |
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