+198.3%
W vs FCEL
-99.9%
+298.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.0% | +1.3% | -3.0% |
| 7D | +1.1% | -8.3% | +9.4% | +2.0% |
| 30D | +6.4% | -43.0% | +49.4% | +14.0% |
| 3M | +9.0% | -48.2% | +57.1% | +16.5% |
| 6M | +69.8% | -25.0% | +94.8% | +64.2% |
| YTD | +12.1% | +40.6% | -28.6% | -3.5% |
| 1Y | 0.0% | +36.0% | -36.0% | -14.6% |
| 3Y | +160.3% | -66.7% | +227.1% | +143.3% |
| 5Y | -53.3% | -96.7% | +43.4% | -43.9% |
| 10Y | +217.0% | -99.0% | +316.0% | +267.3% |
| All | +198.3% | -99.9% | +298.2% | +314.8% |
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