+52.5%
V vs FCEL
-59.7%
+112.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +18.8% | -20.5% | -1.9% |
| 7D | -1.1% | +4.0% | -5.1% | -1.2% |
| 30D | +1.9% | -13.1% | +15.0% | +2.0% |
| 3M | +15.5% | +14.6% | +1.0% | +14.4% |
| 6M | +16.6% | +133.7% | -117.1% | +13.3% |
| YTD | +5.7% | +143.0% | -137.2% | +2.5% |
| 1Y | +8.6% | +320.9% | -312.3% | +4.3% |
| 3Y | +52.5% | -58.9% | +111.4% | +45.3% |
| All | +52.5% | -59.7% | +112.2% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling