+0.1%
DOW vs FCEL
-91.9%
+91.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.2% | -0.1% |
| 7D | +5.2% | -2.8% | +8.0% | +5.3% |
| 30D | +13.2% | -31.6% | +44.8% | +14.9% |
| 3M | +10.1% | -52.4% | +62.5% | +13.1% |
| 6M | -13.1% | -51.4% | +38.3% | -13.0% |
| YTD | +46.1% | +32.4% | +13.7% | +36.4% |
| 1Y | +50.0% | +37.5% | +12.5% | +39.3% |
| 3Y | -20.2% | -69.3% | +49.0% | -23.8% |
| 5Y | -27.7% | -97.1% | +69.4% | -24.9% |
| All | +0.1% | -91.9% | +91.9% | -7.6% |
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