+208.6%
B vs FCEL
-99.1%
+307.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.0% | -1.1% | -5.9% |
| 7D | +7.1% | -8.3% | +15.4% | +7.4% |
| 30D | -3.3% | -43.0% | +39.6% | -1.5% |
| 3M | -2.5% | -48.2% | +45.6% | -0.6% |
| 6M | -7.2% | -25.0% | +17.7% | -7.7% |
| YTD | -7.4% | +40.6% | -48.0% | -10.4% |
| 1Y | +16.4% | +36.0% | -19.5% | +12.5% |
| 3Y | +178.7% | -66.7% | +245.4% | +173.2% |
| 5Y | +121.7% | -96.7% | +218.3% | +124.9% |
| 10Y | +208.6% | -99.0% | +307.6% | +191.7% |
| All | +208.6% | -99.1% | +307.8% | +191.7% |
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