+56.9%
ON vs FCEL
-90.4%
+147.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.6% | +1.1% |
| 7D | -1.9% | +15.1% | -16.9% | -5.0% |
| 30D | -11.0% | -16.4% | +5.4% | -9.1% |
| 3M | -39.3% | -5.3% | -34.1% | -42.4% |
| 6M | +19.8% | +124.5% | -104.7% | -9.3% |
| YTD | +31.1% | +126.7% | -95.6% | -2.7% |
| 1Y | +46.0% | +219.9% | -173.9% | -4.1% |
| 3Y | -27.5% | -61.6% | +34.1% | -33.7% |
| 5Y | +56.9% | -90.5% | +147.4% | +91.9% |
| All | +56.9% | -90.4% | +147.3% | +91.9% |
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