+279.0%
ADP vs FCEL
-99.1%
+378.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.7% | +5.7% | -0.9% |
| 7D | -5.7% | +15.1% | -20.7% | -6.0% |
| 30D | -3.1% | -16.4% | +13.3% | -2.9% |
| 3M | +15.6% | -5.3% | +20.9% | +14.6% |
| 6M | +20.8% | +124.5% | -103.7% | +15.8% |
| YTD | +4.7% | +126.7% | -121.9% | +0.1% |
| 1Y | -8.3% | +219.9% | -228.2% | -13.7% |
| 3Y | +13.6% | -61.6% | +75.2% | +10.8% |
| 5Y | +45.0% | -90.5% | +135.5% | +45.0% |
| 10Y | +279.0% | -99.1% | +378.1% | +298.6% |
| All | +279.0% | -99.1% | +378.1% | +298.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling