+20.7%
XYZ vs FCEL
+32.6%
-11.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -6.0% | +21.3% | +15.4% |
| 7D | +16.5% | -14.9% | +31.4% | +17.0% |
| 30D | +15.0% | -41.7% | +56.6% | +16.6% |
| 3M | +3.5% | -53.2% | +56.7% | +5.7% |
| 6M | +21.9% | -19.0% | +40.9% | +17.7% |
| YTD | +34.6% | +44.2% | -9.6% | +19.9% |
| 1Y | +20.7% | +42.4% | -21.7% | +5.3% |
| All | +20.7% | +32.6% | -11.8% | +5.3% |
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