-100.0%
DFNS vs FCEL
-87.5%
-12.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -5.0% | +17.8% | +12.7% |
| 7D | -37.0% | -8.3% | -28.7% | -37.1% |
| 30D | -63.4% | -43.0% | -20.4% | -64.0% |
| 3M | -94.1% | -48.2% | -45.9% | -94.2% |
| 6M | -96.3% | -25.0% | -71.4% | -96.2% |
| YTD | -99.6% | +40.6% | -140.2% | -99.5% |
| 1Y | -99.7% | +36.0% | -135.7% | -99.7% |
| 3Y | -100.0% | -66.7% | -33.2% | -100.0% |
| 5Y | -100.0% | -96.7% | -3.3% | -100.0% |
| All | -100.0% | -87.5% | -12.4% | -100.0% |
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