-6.1%
PATH vs FCEL
-65.9%
+59.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.9% | -18.5% | -16.8% |
| 7D | -16.3% | -15.8% | -0.5% | -15.3% |
| 30D | +9.9% | -29.3% | +39.2% | +12.3% |
| 3M | +30.2% | -30.1% | +60.3% | +29.5% |
| 6M | +37.2% | +74.4% | -37.2% | +18.3% |
| YTD | -7.3% | +104.5% | -111.8% | -22.6% |
| 1Y | +40.0% | +281.4% | -241.4% | +6.8% |
| All | -6.1% | -65.9% | +59.7% | -3.1% |
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 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