-10.2%
DOW vs FCEL
-86.9%
+76.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.9% | +6.7% | +1.1% |
| 7D | -2.4% | +6.3% | -8.6% | -2.8% |
| 30D | -4.1% | -18.8% | +14.7% | -3.5% |
| 3M | -12.4% | -3.8% | -8.6% | -14.1% |
| 6M | -10.6% | +121.1% | -131.8% | -17.7% |
| YTD | +31.1% | +113.3% | -82.2% | +20.4% |
| 1Y | +30.5% | +173.5% | -143.0% | +17.0% |
| 3Y | -34.4% | -63.9% | +29.5% | -37.6% |
| 5Y | -35.5% | -90.7% | +55.2% | -36.3% |
| All | -10.2% | -86.9% | +76.7% | -18.4% |
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