+163.6%
W vs FCEL
-99.8%
+263.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.3% |
| 7D | -4.2% | -15.8% | +11.6% | -2.1% |
| 30D | -7.6% | -29.3% | +21.7% | -3.7% |
| 3M | +37.2% | -30.1% | +67.3% | +38.6% |
| 6M | +26.3% | +74.4% | -48.1% | +8.4% |
| YTD | -1.0% | +104.5% | -105.5% | -17.7% |
| 1Y | +20.1% | +281.4% | -261.3% | -12.3% |
| 3Y | +37.8% | -66.1% | +103.9% | +29.8% |
| 5Y | -63.7% | -91.9% | +28.2% | -59.5% |
| 10Y | +156.3% | -99.2% | +255.5% | +202.0% |
| All | +163.6% | -99.8% | +263.4% | +253.9% |
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