+40.5%
EEM vs FCEL
+269.1%
-228.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.7% |
| 7D | +2.3% | -15.8% | +18.1% | +3.4% |
| 30D | +4.5% | -29.3% | +33.8% | +6.6% |
| 3M | -0.1% | -30.1% | +30.1% | +0.9% |
| 6M | +16.9% | +74.4% | -57.5% | +11.2% |
| YTD | +26.2% | +104.5% | -78.3% | +18.6% |
| 1Y | +40.5% | +281.4% | -240.9% | +28.8% |
| All | +40.5% | +269.1% | -228.6% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling