+1,129.1%
DIA vs FCEL
-99.9%
+1,229.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | -0.2% | -15.8% | +15.6% | +0.7% |
| 30D | -1.5% | -29.3% | +27.8% | +0.2% |
| 3M | +3.8% | -30.1% | +33.9% | +3.9% |
| 6M | +10.3% | +74.4% | -64.2% | +3.0% |
| YTD | +12.1% | +104.5% | -92.4% | +3.2% |
| 1Y | +18.6% | +281.4% | -262.7% | +3.8% |
| 3Y | +60.6% | -66.1% | +126.7% | +54.0% |
| 5Y | +64.4% | -91.9% | +156.3% | +65.5% |
| 10Y | +250.1% | -99.2% | +349.3% | +233.2% |
| All | +1,129.1% | -99.9% | +1,229.0% | +916.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling