+244.3%
DIA vs FCEL
-99.2%
+343.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.3% | -0.4% |
| 7D | -3.0% | +6.3% | -9.3% | -3.3% |
| 30D | -3.0% | -18.8% | +15.8% | -2.5% |
| 3M | +4.5% | -3.8% | +8.3% | +3.6% |
| 6M | +9.8% | +121.1% | -111.4% | +4.7% |
| YTD | +9.3% | +113.3% | -104.0% | +4.1% |
| 1Y | +16.0% | +173.5% | -157.5% | +8.8% |
| 3Y | +57.7% | -63.9% | +121.6% | +53.7% |
| 5Y | +63.8% | -90.7% | +154.4% | +63.6% |
| All | +244.3% | -99.2% | +343.4% | +253.3% |
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