+72.2%
V vs FCEL
-91.9%
+164.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.0% |
| 7D | -1.7% | -15.8% | +14.1% | -1.1% |
| 30D | +2.0% | -29.3% | +31.2% | +3.1% |
| 3M | +17.4% | -30.1% | +47.5% | +17.2% |
| 6M | +17.5% | +74.4% | -56.9% | +11.0% |
| YTD | +7.6% | +104.5% | -96.9% | +0.4% |
| 1Y | +7.7% | +281.4% | -273.7% | -3.6% |
| 3Y | +54.7% | -66.1% | +120.8% | +52.7% |
| All | +72.2% | -91.9% | +164.1% | +84.9% |
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 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