+84.8%
U vs FCEL
-19.7%
+104.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.5% | -7.9% | -1.6% |
| 7D | +16.9% | +3.9% | +13.0% | +16.5% |
| 30D | +6.4% | -33.1% | +39.5% | +8.5% |
| 3M | +13.2% | -43.0% | +56.1% | +15.6% |
| 6M | +84.8% | -31.3% | +116.1% | +86.9% |
| All | +84.8% | -19.7% | +104.4% | +86.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling