+111.1%
ROST vs FCEL
-91.3%
+202.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.9% | +6.0% | +0.4% |
| 7D | -2.5% | +6.3% | -8.8% | -2.8% |
| 30D | -10.3% | -18.8% | +8.5% | -9.7% |
| 3M | -2.6% | -3.8% | +1.2% | -4.1% |
| 6M | +6.5% | +121.1% | -114.6% | -2.3% |
| YTD | +25.9% | +113.3% | -87.3% | +15.0% |
| 1Y | +52.3% | +173.5% | -121.2% | +34.6% |
| 3Y | +94.6% | -63.9% | +158.5% | +91.9% |
| 5Y | +111.1% | -90.7% | +201.8% | +128.1% |
| All | +111.1% | -91.3% | +202.4% | +128.1% |
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