+19.8%
U vs FCEL
+47.0%
-27.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.5% | -7.9% | -1.8% |
| 7D | +16.9% | +3.9% | +13.0% | +16.3% |
| 30D | +6.4% | -33.1% | +39.5% | +9.0% |
| 3M | +13.2% | -43.0% | +56.1% | +16.2% |
| 6M | +84.8% | -31.3% | +116.1% | +80.5% |
| YTD | +12.4% | +49.8% | -37.4% | -2.2% |
| 1Y | +19.8% | +48.2% | -28.4% | +3.3% |
| All | +19.8% | +47.0% | -27.2% | +3.3% |
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 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