+105.9%
T vs FCEL
-64.7%
+170.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.9% | -1.9% |
| 7D | -1.3% | -15.8% | +14.6% | -1.5% |
| 30D | +11.4% | -29.3% | +40.6% | +10.9% |
| 3M | +14.3% | -30.1% | +44.4% | +13.9% |
| 6M | -9.3% | +74.4% | -83.7% | -9.1% |
| YTD | +7.1% | +104.5% | -97.4% | +7.2% |
| 1Y | -9.1% | +281.4% | -290.5% | -9.6% |
| All | +105.9% | -64.7% | +170.6% | +111.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling