+209.9%
ON vs FCEL
-100.0%
+309.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.7% |
| 7D | +2.4% | -15.8% | +18.3% | +4.8% |
| 30D | -3.3% | -29.3% | +26.0% | +1.2% |
| 3M | -43.6% | -30.1% | -13.4% | -43.1% |
| 6M | +19.0% | +74.4% | -55.5% | +1.9% |
| YTD | +37.4% | +104.5% | -67.2% | +13.6% |
| 1Y | +54.8% | +281.4% | -226.6% | +13.2% |
| 3Y | -25.2% | -66.1% | +40.9% | -30.4% |
| 5Y | +62.7% | -91.9% | +154.6% | +76.1% |
| 10Y | +574.3% | -99.2% | +673.6% | +571.5% |
| All | +209.9% | -100.0% | +309.9% | +118.5% |
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