+1,105.4%
DIA vs FCEL
-99.9%
+1,205.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.0% | 0.0% |
| 7D | +1.6% | +14.8% | -13.2% | +0.7% |
| 30D | +1.2% | -33.9% | +35.1% | +3.3% |
| 3M | -2.4% | -52.7% | +50.3% | +0.9% |
| 6M | +5.7% | -40.0% | +45.7% | +5.3% |
| YTD | +9.9% | +40.2% | -30.3% | +2.7% |
| 1Y | +9.8% | +32.9% | -23.1% | +2.5% |
| 3Y | +59.8% | -66.8% | +126.6% | +52.6% |
| 5Y | +57.7% | -97.0% | +154.6% | +68.3% |
| 10Y | +235.8% | -99.1% | +334.9% | +210.9% |
| All | +1,105.4% | -99.9% | +1,205.3% | +911.2% |
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