+1,110.0%
DIA vs FCEL
-99.9%
+1,209.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.5% | -6.0% | +0.1% |
| 7D | -1.6% | +3.9% | -5.5% | -2.0% |
| 30D | +1.3% | -33.1% | +34.4% | +3.3% |
| 3M | -2.1% | -43.0% | +40.9% | +0.2% |
| 6M | +6.2% | -31.3% | +37.5% | +5.0% |
| YTD | +10.3% | +49.8% | -39.4% | +2.7% |
| 1Y | +11.0% | +48.2% | -37.2% | +3.0% |
| 3Y | +60.4% | -64.6% | +124.9% | +52.6% |
| 5Y | +59.1% | -96.7% | +155.8% | +69.1% |
| 10Y | +237.1% | -99.0% | +336.1% | +210.9% |
| All | +1,110.0% | -99.9% | +1,209.9% | +911.3% |
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 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