+67.1%
T vs FCEL
-89.7%
+156.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +18.8% | -19.1% | -0.3% |
| 7D | -1.5% | +4.0% | -5.5% | -1.5% |
| 30D | +7.6% | -13.1% | +20.7% | +7.6% |
| 3M | +15.3% | +14.6% | +0.7% | +14.4% |
| 6M | -8.5% | +133.7% | -142.2% | -10.4% |
| YTD | +6.8% | +143.0% | -136.2% | +4.2% |
| 1Y | -7.2% | +320.9% | -328.1% | -11.2% |
| 3Y | +108.2% | -58.9% | +167.1% | +109.9% |
| All | +67.1% | -89.7% | +156.8% | +72.3% |
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