+4,070.4%
YUM vs FCEL
-99.8%
+4,170.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.7% | +4.3% | -2.1% |
| 7D | -3.6% | +15.1% | -18.6% | -4.3% |
| 30D | +0.4% | -16.4% | +16.8% | +0.9% |
| 3M | -3.8% | -5.3% | +1.5% | -4.9% |
| 6M | -8.3% | +124.5% | -132.8% | -14.3% |
| YTD | -2.6% | +126.7% | -129.3% | -9.6% |
| 1Y | +1.5% | +219.9% | -218.4% | -8.3% |
| 3Y | +21.6% | -61.6% | +83.2% | +16.7% |
| 5Y | +23.5% | -90.5% | +114.0% | +23.1% |
| 10Y | +178.9% | -99.1% | +278.1% | +163.7% |
| All | +4,070.4% | -99.8% | +4,170.2% | +3,513.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling