+33.6%
TER vs FCEL
+31.5%
+2.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.7% | +0.8% |
| 7D | -8.9% | -8.3% | -0.6% | -7.1% |
| 30D | -39.1% | -43.0% | +3.9% | -32.4% |
| 3M | -32.8% | -48.2% | +15.4% | -25.1% |
| 6M | -31.7% | -25.0% | -6.8% | -24.3% |
| YTD | +26.9% | +40.6% | -13.7% | +24.1% |
| 1Y | +33.6% | +36.0% | -2.4% | +26.9% |
| All | +33.6% | +31.5% | +2.1% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling