+90.1%
RF vs FCEL
-91.9%
+182.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.2% |
| 7D | +1.3% | -15.8% | +17.1% | +2.4% |
| 30D | -3.6% | -29.3% | +25.7% | -1.5% |
| 3M | +8.1% | -30.1% | +38.2% | +7.9% |
| 6M | +11.5% | +74.4% | -63.0% | +0.1% |
| YTD | +15.6% | +104.5% | -88.9% | +1.4% |
| 1Y | +15.7% | +281.4% | -265.7% | -7.0% |
| 3Y | +86.9% | -66.1% | +153.0% | +83.9% |
| All | +90.1% | -91.9% | +182.0% | +105.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling