-39.0%
U vs FCEL
-79.8%
+40.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.4% |
| 7D | -3.8% | -15.8% | +12.0% | -0.2% |
| 30D | +17.5% | -29.3% | +46.7% | +25.8% |
| 3M | +38.7% | -30.1% | +68.9% | +38.5% |
| 6M | +104.4% | +74.4% | +30.0% | +45.1% |
| YTD | -5.7% | +104.5% | -110.2% | -36.7% |
| 1Y | +3.7% | +281.4% | -277.7% | -46.1% |
| 3Y | +12.3% | -66.1% | +78.4% | -1.8% |
| 5Y | -68.8% | -91.9% | +23.0% | -58.1% |
| All | -39.0% | -79.8% | +40.8% | -33.4% |
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