-35.9%
DOW vs FCEL
-90.4%
+54.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.1% | -0.2% |
| 7D | -6.0% | +15.1% | -21.1% | -6.9% |
| 30D | -2.7% | -16.4% | +13.7% | -2.1% |
| 3M | -10.5% | -5.3% | -5.2% | -12.9% |
| 6M | -12.4% | +124.5% | -137.0% | -23.0% |
| YTD | +30.0% | +126.7% | -96.7% | +13.3% |
| 1Y | +27.8% | +219.9% | -192.1% | +6.1% |
| 3Y | -34.9% | -61.6% | +26.7% | -39.6% |
| 5Y | -35.9% | -90.5% | +54.6% | -36.3% |
| All | -35.9% | -90.4% | +54.5% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling