+77,692.6%
ROST vs FCEL
-99.8%
+77,792.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | +0.9% | -15.8% | +16.8% | +1.8% |
| 30D | -8.9% | -29.3% | +20.4% | -7.4% |
| 3M | -0.8% | -30.1% | +29.3% | -0.7% |
| 6M | +8.5% | +74.4% | -66.0% | +1.5% |
| YTD | +28.6% | +104.5% | -75.9% | +18.7% |
| 1Y | +52.3% | +281.4% | -229.0% | +33.7% |
| 3Y | +94.8% | -66.1% | +160.9% | +86.8% |
| 5Y | +110.8% | -91.9% | +202.6% | +112.4% |
| 10Y | +304.5% | -99.2% | +403.8% | +287.0% |
| All | +77,692.6% | -99.8% | +77,792.4% | +63,062.1% |
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 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