+86.4%
U vs FCEL
-68.0%
+154.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.0% | +2.9% | -1.5% |
| 7D | +24.4% | -8.3% | +32.7% | +25.0% |
| 30D | +7.4% | -43.0% | +50.4% | +14.3% |
| 3M | +16.8% | -48.2% | +65.0% | +24.1% |
| 6M | +78.8% | -25.0% | +103.7% | +69.1% |
| YTD | +14.0% | +40.6% | -26.7% | -5.8% |
| 1Y | +16.7% | +36.0% | -19.3% | -4.2% |
| 3Y | +86.4% | -66.7% | +153.1% | +79.7% |
| All | +86.4% | -68.0% | +154.4% | +79.7% |
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