+16.2%
W vs FCEL
+289.9%
-273.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.7% | +6.9% | +0.7% |
| 7D | +5.9% | +15.1% | -9.2% | +4.6% |
| 30D | -3.0% | -16.4% | +13.4% | -2.1% |
| 3M | +40.3% | -5.3% | +45.6% | +37.9% |
| 6M | +32.2% | +124.5% | -92.3% | +23.4% |
| YTD | -0.3% | +126.7% | -127.0% | -6.7% |
| 1Y | +16.2% | +219.9% | -203.7% | +11.6% |
| All | +16.2% | +289.9% | -273.7% | +11.6% |
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 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