+262.0%
TER vs FCEL
-64.7%
+326.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +5.2% |
| 7D | +0.6% | -15.8% | +16.4% | +3.0% |
| 30D | -8.3% | -29.3% | +21.0% | -3.9% |
| 3M | -12.2% | -30.1% | +17.9% | -8.9% |
| 6M | +17.1% | +74.4% | -57.4% | +3.9% |
| YTD | +84.7% | +104.5% | -19.8% | +58.7% |
| 1Y | +199.9% | +281.4% | -81.5% | +133.1% |
| All | +262.0% | -64.7% | +326.7% | +257.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling