+3,310.4%
V vs FCEL
-100.0%
+3,410.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.5% | -11.5% | -0.6% |
| 7D | +2.2% | -11.2% | +13.4% | +2.7% |
| 30D | +13.6% | -45.8% | +59.4% | +17.0% |
| 3M | +14.3% | -51.0% | +65.3% | +17.7% |
| 6M | +33.1% | -22.2% | +55.3% | +29.9% |
| YTD | +21.2% | +36.3% | -15.0% | +13.1% |
| 1Y | +26.4% | +29.0% | -2.6% | +17.9% |
| 3Y | +77.6% | -70.9% | +148.5% | +70.3% |
| 5Y | +102.6% | -96.3% | +198.9% | +113.5% |
| 10Y | +464.4% | -99.1% | +563.5% | +451.8% |
| All | +3,310.4% | -100.0% | +3,410.3% | +3,389.6% |
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