+17.8%
YUM vs FCEL
-62.7%
+80.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.1% |
| 7D | -6.1% | +6.3% | -12.3% | -6.2% |
| 30D | -5.8% | -26.7% | +20.8% | -5.4% |
| 3M | -7.6% | -10.2% | +2.5% | -8.0% |
| 6M | -9.1% | +123.5% | -132.6% | -11.7% |
| YTD | -5.5% | +117.4% | -122.9% | -8.3% |
| 1Y | -3.7% | +146.0% | -149.7% | -7.5% |
| 3Y | +17.8% | -61.9% | +79.7% | +15.2% |
| All | +17.8% | -62.7% | +80.5% | +15.2% |
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