+131.2%
TLT vs FCEL
-100.0%
+231.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.2% |
| 7D | -0.4% | -15.8% | +15.4% | -0.6% |
| 30D | -0.6% | -29.3% | +28.7% | -1.0% |
| 3M | -2.7% | -30.1% | +27.4% | -2.8% |
| 6M | -5.6% | +74.4% | -80.1% | -4.1% |
| YTD | -2.8% | +104.5% | -107.3% | -0.8% |
| 1Y | -1.4% | +281.4% | -282.8% | +1.8% |
| 3Y | -1.6% | -66.1% | +64.5% | -0.8% |
| 5Y | -33.8% | -91.9% | +58.0% | -34.2% |
| 10Y | -21.1% | -99.2% | +78.1% | -21.6% |
| All | +131.2% | -100.0% | +231.2% | +140.8% |
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