+117.9%
RF vs FCEL
-64.6%
+182.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.5% | -6.7% | -0.4% |
| 7D | -1.3% | +3.9% | -5.2% | -1.6% |
| 30D | +4.6% | -33.1% | +37.7% | +6.0% |
| 3M | -8.4% | -43.0% | +34.5% | -7.1% |
| 6M | +8.9% | -31.3% | +40.2% | +7.3% |
| YTD | +8.8% | +49.8% | -41.0% | +1.1% |
| 1Y | +18.9% | +48.2% | -29.3% | +10.1% |
| All | +117.9% | -64.6% | +182.4% | +114.8% |
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