+851.5%
DE vs FCEL
-99.1%
+950.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | -2.6% | +6.3% | -8.9% | -2.9% |
| 30D | +9.0% | -26.7% | +35.7% | +10.1% |
| 3M | +19.1% | -10.2% | +29.3% | +18.1% |
| 6M | +14.4% | +123.5% | -109.1% | +7.6% |
| YTD | +45.9% | +117.4% | -71.4% | +37.0% |
| 1Y | +43.6% | +146.0% | -102.4% | +32.8% |
| 3Y | +75.9% | -61.9% | +137.8% | +69.6% |
| 5Y | +98.8% | -90.5% | +189.3% | +98.0% |
| All | +851.5% | -99.1% | +950.6% | +917.9% |
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