-28.4%
DT vs FCEL
-90.4%
+62.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.7% | +7.3% | +1.2% |
| 7D | -0.5% | +15.1% | -15.6% | -2.0% |
| 30D | +0.1% | -16.4% | +16.5% | +1.0% |
| 3M | +24.1% | -5.3% | +29.4% | +20.7% |
| 6M | +30.1% | +124.5% | -94.4% | +10.0% |
| YTD | +16.8% | +126.7% | -109.9% | -2.5% |
| 1Y | -0.1% | +219.9% | -220.0% | -22.7% |
| 3Y | +6.8% | -61.6% | +68.5% | +2.6% |
| 5Y | -28.4% | -90.5% | +62.1% | -10.3% |
| All | -28.4% | -90.4% | +62.0% | -10.3% |
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