+108.5%
RF vs FCEL
-74.5%
+183.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.5% | -11.9% | -0.8% |
| 7D | -0.9% | -11.2% | +10.3% | -0.6% |
| 30D | +6.0% | -45.8% | +51.8% | +8.2% |
| 3M | -8.9% | -51.0% | +42.1% | -7.0% |
| 6M | +2.3% | -22.2% | +24.6% | -0.1% |
| YTD | +7.6% | +36.3% | -28.7% | +0.3% |
| 1Y | +21.2% | +29.0% | -7.9% | +12.9% |
| 3Y | +108.5% | -70.9% | +179.4% | +110.8% |
| All | +108.5% | -74.5% | +183.0% | +110.8% |
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