+62.6%
XYZ vs FCEL
-68.7%
+131.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.6% | +8.4% | +3.2% |
| 7D | -1.1% | -2.8% | +1.8% | -0.9% |
| 30D | +11.5% | -31.6% | +43.1% | +14.4% |
| 3M | +1.8% | -52.4% | +54.2% | +6.5% |
| 6M | +21.2% | -51.4% | +72.6% | +21.7% |
| YTD | +29.9% | +32.4% | -2.5% | +13.6% |
| 1Y | +35.8% | +37.5% | -1.7% | +17.1% |
| 3Y | +62.6% | -69.3% | +131.9% | +60.0% |
| All | +62.6% | -68.7% | +131.3% | +60.0% |
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