+24.3%
W vs FCEL
+32.6%
-8.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -6.0% | +17.0% | +11.5% |
| 7D | +8.4% | -14.9% | +23.2% | +9.7% |
| 30D | +16.5% | -41.7% | +58.2% | +21.4% |
| 3M | +6.4% | -53.2% | +59.6% | +12.4% |
| 6M | +90.5% | -19.0% | +109.6% | +87.9% |
| YTD | +23.1% | +44.2% | -21.1% | +16.0% |
| 1Y | +24.3% | +42.4% | -18.2% | +17.0% |
| All | +24.3% | +32.6% | -8.3% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling