+220.1%
C vs FCEL
-98.9%
+319.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.6% | -6.2% | +2.0% |
| 7D | -0.9% | +3.0% | -4.0% | -1.2% |
| 30D | -5.4% | -40.0% | +34.6% | -3.1% |
| 3M | -9.2% | -47.0% | +37.9% | -6.8% |
| 6M | -1.8% | -21.0% | +19.2% | -3.4% |
| YTD | +6.7% | +48.0% | -41.3% | +0.3% |
| 1Y | +23.5% | +43.9% | -20.4% | +15.9% |
| 3Y | +219.8% | -67.5% | +287.3% | +208.7% |
| 5Y | +112.4% | -96.7% | +209.1% | +122.9% |
| 10Y | +220.1% | -99.0% | +319.1% | +231.3% |
| All | +220.1% | -98.9% | +319.0% | +231.3% |
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