-68.3%
U vs FCEL
-90.4%
+22.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.2% | +1.2% |
| 7D | +4.4% | +15.1% | -10.7% | +0.2% |
| 30D | -1.3% | -16.4% | +15.1% | +1.5% |
| 3M | +49.6% | -5.3% | +54.8% | +37.8% |
| 6M | +100.2% | +124.5% | -24.3% | +24.7% |
| YTD | -3.7% | +126.7% | -130.4% | -41.2% |
| 1Y | -6.5% | +219.9% | -226.4% | -53.3% |
| 3Y | +12.9% | -61.6% | +74.5% | -3.1% |
| 5Y | -68.3% | -90.5% | +22.2% | -48.5% |
| All | -68.3% | -90.4% | +22.1% | -48.5% |
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