+235.7%
DIA vs FCEL
-99.1%
+334.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +0.3% |
| 7D | +2.1% | -2.8% | +4.9% | +2.2% |
| 30D | +1.5% | -31.6% | +33.1% | +2.6% |
| 3M | -2.4% | -52.4% | +50.0% | -0.5% |
| 6M | +6.0% | -51.4% | +57.4% | +6.6% |
| YTD | +10.1% | +32.4% | -22.3% | +6.1% |
| 1Y | +11.8% | +37.5% | -25.7% | +7.4% |
| 3Y | +59.7% | -69.3% | +129.0% | +56.1% |
| 5Y | +57.9% | -97.1% | +155.0% | +63.3% |
| All | +235.7% | -99.1% | +334.8% | +244.2% |
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