-71.5%
U vs FCEL
-96.7%
+25.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.0% | +2.9% | -0.9% |
| 7D | +24.4% | -8.3% | +32.7% | +25.6% |
| 30D | +7.4% | -43.0% | +50.4% | +21.8% |
| 3M | +16.8% | -48.2% | +65.0% | +31.6% |
| 6M | +78.8% | -25.0% | +103.7% | +56.0% |
| YTD | +14.0% | +40.6% | -26.7% | -24.8% |
| 1Y | +16.7% | +36.0% | -19.3% | -24.3% |
| 3Y | +86.4% | -66.7% | +153.1% | +47.7% |
| 5Y | -71.5% | -96.7% | +25.2% | -28.3% |
| All | -71.5% | -96.7% | +25.2% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling