+31.0%
DIS vs FCEL
-99.1%
+130.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.2% | -0.9% |
| 7D | +0.9% | +14.8% | -13.9% | +0.2% |
| 30D | +8.9% | -33.9% | +42.8% | +10.5% |
| 3M | +14.5% | -52.7% | +67.2% | +17.4% |
| 6M | +12.2% | -40.0% | +52.2% | +11.4% |
| YTD | +4.7% | +40.2% | -35.5% | -1.4% |
| 1Y | +2.8% | +32.9% | -30.1% | -3.2% |
| 3Y | +38.1% | -66.8% | +105.0% | +32.7% |
| 5Y | -23.6% | -97.0% | +73.3% | -20.3% |
| All | +31.0% | -99.1% | +130.1% | +30.9% |
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