+20.0%
YUM vs FCEL
-90.6%
+110.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.2% |
| 7D | -6.1% | +6.3% | -12.3% | -6.3% |
| 30D | -5.8% | -26.7% | +20.8% | -5.1% |
| 3M | -7.6% | -10.2% | +2.5% | -8.3% |
| 6M | -9.1% | +123.5% | -132.6% | -13.8% |
| YTD | -5.5% | +117.4% | -122.9% | -10.6% |
| 1Y | -3.7% | +146.0% | -149.7% | -10.3% |
| 3Y | +17.8% | -61.9% | +79.7% | +15.9% |
| All | +20.0% | -90.6% | +110.6% | +23.7% |
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