+1,476.2%
T vs FCEL
-99.8%
+1,576.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.0% | +5.6% | +0.8% |
| 7D | +2.6% | -8.3% | +10.9% | +2.8% |
| 30D | -1.1% | -43.0% | +41.9% | +0.8% |
| 3M | -7.7% | -48.2% | +40.4% | -6.1% |
| 6M | -10.6% | -25.0% | +14.3% | -12.2% |
| YTD | -7.5% | +40.6% | -48.1% | -12.4% |
| 1Y | -7.4% | +36.0% | -43.4% | -12.5% |
| 3Y | +63.1% | -66.7% | +129.8% | +56.7% |
| 5Y | +55.2% | -96.7% | +151.8% | +61.4% |
| 10Y | +58.8% | -99.0% | +157.8% | +46.1% |
| All | +1,476.2% | -99.8% | +1,576.0% | +1,239.9% |
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