-70.8%
OPEN vs FCEL
-78.7%
+7.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | 0.0% |
| 7D | -4.3% | -15.8% | +11.6% | +0.5% |
| 30D | -16.2% | -29.3% | +13.1% | -8.1% |
| 3M | -36.4% | -30.1% | -6.2% | -36.1% |
| 6M | -35.5% | +74.4% | -109.9% | -58.2% |
| YTD | -46.0% | +104.5% | -150.5% | -67.6% |
| 1Y | -47.1% | +281.4% | -328.5% | -76.5% |
| 3Y | -19.0% | -66.1% | +47.1% | -28.9% |
| 5Y | -83.6% | -91.9% | +8.3% | -75.8% |
| All | -70.8% | -78.7% | +7.9% | -59.1% |
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