+35.1%
W vs FCEL
-58.3%
+93.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +18.8% | -18.3% | -2.5% |
| 7D | +6.5% | +4.0% | +2.5% | +5.3% |
| 30D | -6.2% | -13.1% | +6.8% | -5.0% |
| 3M | +48.9% | +14.6% | +34.3% | +38.2% |
| 6M | +31.2% | +133.7% | -102.5% | +1.3% |
| YTD | -0.4% | +143.0% | -143.4% | -24.8% |
| 1Y | +14.8% | +320.9% | -306.0% | -29.2% |
| All | +35.1% | -58.3% | +93.4% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling