+371.6%
ALL vs FCEL
-99.1%
+470.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +5.9% | +0.4% |
| 7D | +5.0% | -2.8% | +7.8% | +5.1% |
| 30D | +13.3% | -31.6% | +45.0% | +13.8% |
| 3M | +3.2% | -52.4% | +55.6% | +4.0% |
| 6M | +25.3% | -51.4% | +76.8% | +25.3% |
| YTD | +30.5% | +32.4% | -2.0% | +27.0% |
| 1Y | +29.2% | +37.5% | -8.3% | +25.5% |
| 3Y | +119.1% | -69.3% | +188.4% | +115.3% |
| 5Y | +162.6% | -97.1% | +259.7% | +170.6% |
| All | +371.6% | -99.1% | +470.8% | +391.5% |
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