+247.6%
DIA vs FCEL
-99.1%
+346.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -1.0% | +0.9% |
| 7D | -1.6% | +6.3% | -7.8% | -1.8% |
| 30D | -2.0% | -26.7% | +24.6% | -1.2% |
| 3M | +3.6% | -10.2% | +13.8% | +2.9% |
| 6M | +11.5% | +123.5% | -112.0% | +6.3% |
| YTD | +10.4% | +117.4% | -107.0% | +5.0% |
| 1Y | +15.6% | +146.0% | -130.4% | +8.8% |
| 3Y | +58.9% | -61.9% | +120.8% | +54.5% |
| 5Y | +65.3% | -90.5% | +155.9% | +65.0% |
| All | +247.6% | -99.1% | +346.7% | +256.5% |
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