+131.4%
TLT vs FCEL
-100.0%
+231.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.6% | -8.6% | +0.2% |
| 7D | +0.3% | +3.0% | -2.8% | +0.4% |
| 30D | +5.1% | -40.0% | +45.1% | +4.5% |
| 3M | -0.2% | -47.0% | +46.9% | -0.8% |
| 6M | -2.9% | -21.0% | +18.1% | -2.4% |
| YTD | -2.7% | +48.0% | -50.7% | -1.0% |
| 1Y | -4.6% | +43.9% | -48.5% | -2.9% |
| 3Y | +6.1% | -67.5% | +73.6% | +7.0% |
| 5Y | -35.1% | -96.7% | +61.5% | -36.6% |
| 10Y | -12.5% | -99.0% | +86.5% | -11.7% |
| All | +131.4% | -100.0% | +231.4% | +140.3% |
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