-68.9%
XYZ vs FCEL
-91.9%
+23.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.1% |
| 7D | -1.0% | -15.8% | +14.9% | +2.0% |
| 30D | -1.7% | -29.3% | +27.6% | +4.0% |
| 3M | +16.7% | -30.1% | +46.9% | +15.8% |
| 6M | +26.9% | +74.4% | -47.6% | -6.3% |
| YTD | +27.1% | +104.5% | -77.4% | -12.1% |
| 1Y | +9.3% | +281.4% | -272.1% | -41.1% |
| 3Y | +42.3% | -66.1% | +108.4% | +29.7% |
| All | -68.9% | -91.9% | +23.0% | -54.0% |
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