-55.9%
W vs FCEL
-97.2%
+41.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +2.0% |
| 7D | +0.2% | -2.8% | +3.0% | +0.8% |
| 30D | +6.8% | -31.6% | +38.5% | +17.2% |
| 3M | +10.7% | -52.4% | +63.1% | +29.9% |
| 6M | +86.3% | -51.4% | +137.8% | +91.5% |
| YTD | +11.5% | +32.4% | -21.0% | -26.5% |
| 1Y | +5.1% | +37.5% | -32.4% | -34.6% |
| 3Y | +171.0% | -69.3% | +240.3% | +119.9% |
| All | -55.9% | -97.2% | +41.3% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling