+193.4%
B vs FCEL
-99.0%
+292.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +18.8% | -20.2% | -2.1% |
| 7D | +2.3% | +4.0% | -1.7% | +2.0% |
| 30D | +1.4% | -13.1% | +14.4% | +1.6% |
| 3M | +12.2% | +14.6% | -2.4% | +10.6% |
| 6M | -2.1% | +133.7% | -135.8% | -6.7% |
| YTD | +2.9% | +143.0% | -140.0% | -2.1% |
| 1Y | +55.3% | +320.9% | -265.5% | +44.5% |
| 3Y | +198.7% | -58.9% | +257.6% | +189.5% |
| 5Y | +153.8% | -89.7% | +243.4% | +149.8% |
| 10Y | +193.4% | -99.1% | +292.5% | +165.5% |
| All | +193.4% | -99.0% | +292.4% | +165.5% |
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