+116.9%
ROST vs FCEL
-97.0%
+213.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.4% | +4.7% | -1.4% |
| 7D | +0.9% | +14.8% | -13.9% | +0.2% |
| 30D | +5.1% | -33.9% | +39.0% | +6.8% |
| 3M | -4.3% | -52.7% | +48.4% | -1.7% |
| 6M | +9.4% | -40.0% | +49.4% | +8.2% |
| YTD | +32.5% | +40.2% | -7.7% | +22.1% |
| 1Y | +46.9% | +32.9% | +13.9% | +35.2% |
| 3Y | +98.1% | -66.8% | +164.9% | +91.4% |
| 5Y | +116.9% | -97.0% | +213.9% | +165.8% |
| All | +116.9% | -97.0% | +213.9% | +165.8% |
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