+1,724.3%
T vs FCEL
-99.8%
+1,824.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.9% | -2.0% |
| 7D | -1.3% | -15.8% | +14.6% | -0.7% |
| 30D | +11.4% | -29.3% | +40.6% | +12.6% |
| 3M | +14.3% | -30.1% | +44.4% | +14.1% |
| 6M | -9.3% | +74.4% | -83.7% | -13.9% |
| YTD | +7.1% | +104.5% | -97.4% | +0.5% |
| 1Y | -9.1% | +281.4% | -290.5% | -17.9% |
| 3Y | +105.3% | -66.1% | +171.4% | +98.5% |
| 5Y | +66.8% | -91.9% | +158.7% | +66.9% |
| 10Y | +66.8% | -99.2% | +166.0% | +57.6% |
| All | +1,724.3% | -99.8% | +1,824.0% | +1,437.5% |
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