+214.8%
B vs FCEL
-99.1%
+314.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | -0.4% |
| 7D | -7.3% | -2.8% | -4.5% | -7.2% |
| 30D | -3.3% | -31.6% | +28.3% | -2.1% |
| 3M | -7.8% | -52.4% | +44.6% | -5.6% |
| 6M | -15.5% | -51.4% | +35.9% | -14.7% |
| YTD | -12.3% | +32.4% | -44.7% | -15.0% |
| 1Y | +5.4% | +37.5% | -32.1% | +1.8% |
| 3Y | +165.5% | -69.3% | +234.8% | +160.9% |
| 5Y | +107.0% | -97.1% | +204.2% | +110.9% |
| All | +214.8% | -99.1% | +314.0% | +212.7% |
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 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