-6.4%
T vs FCEL
+32.6%
-39.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.0% | +8.0% | +1.8% |
| 7D | +5.5% | -14.9% | +20.3% | +4.7% |
| 30D | -8.9% | -41.7% | +32.7% | -11.0% |
| 3M | -5.6% | -53.2% | +47.6% | -8.2% |
| 6M | -14.3% | -19.0% | +4.8% | -14.1% |
| YTD | -7.9% | +44.2% | -52.1% | -5.6% |
| 1Y | -6.4% | +42.4% | -48.8% | -4.1% |
| All | -6.4% | +32.6% | -39.0% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling