+2,926.4%
V vs FCEL
-99.9%
+3,026.4%
-51.9%
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% | -1.1% |
| 7D | -1.7% | -15.8% | +14.1% | -0.9% |
| 30D | +2.0% | -29.3% | +31.2% | +3.6% |
| 3M | +17.4% | -30.1% | +47.5% | +17.3% |
| 6M | +17.5% | +74.4% | -56.9% | +9.6% |
| YTD | +7.6% | +104.5% | -96.9% | -1.1% |
| 1Y | +7.7% | +281.4% | -273.7% | -5.9% |
| 3Y | +54.7% | -66.1% | +120.8% | +48.0% |
| 5Y | +73.0% | -91.9% | +164.9% | +74.5% |
| 10Y | +390.9% | -99.2% | +490.1% | +404.2% |
| All | +2,926.4% | -99.9% | +3,026.4% | +2,950.5% |
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