+1,493.4%
T vs FCEL
-99.8%
+1,593.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.0% | -0.1% |
| 7D | +1.6% | +14.8% | -13.1% | +1.1% |
| 30D | -2.9% | -33.9% | +30.9% | -1.7% |
| 3M | -7.5% | -52.7% | +45.2% | -5.5% |
| 6M | -9.9% | -40.0% | +30.1% | -10.6% |
| YTD | -6.4% | +40.2% | -46.7% | -11.4% |
| 1Y | -9.4% | +32.9% | -42.3% | -14.3% |
| 3Y | +64.9% | -66.8% | +131.7% | +58.4% |
| 5Y | +57.0% | -97.0% | +153.9% | +64.0% |
| 10Y | +60.8% | -99.1% | +159.9% | +48.5% |
| All | +1,493.4% | -99.8% | +1,593.3% | +1,254.5% |
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