+675.6%
RF vs FCEL
-99.9%
+775.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -15.3% | +13.1% | -0.7% |
| 7D | -1.6% | -26.7% | +25.1% | +1.0% |
| 30D | +5.0% | -56.8% | +61.8% | +12.8% |
| 3M | -10.0% | -57.8% | +47.8% | -4.0% |
| 6M | +3.3% | -34.1% | +37.4% | +1.1% |
| YTD | +7.9% | +22.2% | -14.2% | -2.8% |
| 1Y | +21.2% | +5.2% | +16.1% | +10.0% |
| 3Y | +105.8% | -76.2% | +182.0% | +96.6% |
| 5Y | +43.7% | -96.7% | +140.4% | +58.3% |
| 10Y | +289.4% | -99.2% | +388.6% | +244.4% |
| All | +675.6% | -99.9% | +775.5% | +621.5% |
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