-22.7%
U vs FCEL
-86.9%
+64.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.6% | +10.8% | +6.5% |
| 7D | +2.6% | -2.8% | +5.4% | +2.8% |
| 30D | +27.6% | -31.6% | +59.2% | +36.9% |
| 3M | +15.3% | -52.4% | +67.7% | +31.3% |
| 6M | +96.4% | -51.4% | +147.8% | +98.7% |
| YTD | +19.6% | +32.4% | -12.9% | -14.3% |
| 1Y | +42.1% | +37.5% | +4.6% | -1.5% |
| 3Y | +87.5% | -69.3% | +156.8% | +57.4% |
| 5Y | -73.1% | -97.1% | +24.0% | -56.6% |
| All | -22.7% | -86.9% | +64.2% | -9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling