+128.5%
EEM vs FCEL
-99.1%
+227.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.7% | +1.2% |
| 7D | -1.3% | +6.3% | -7.5% | -1.6% |
| 30D | +2.1% | -26.7% | +28.7% | +3.3% |
| 3M | +1.0% | -10.2% | +11.2% | +0.4% |
| 6M | +15.9% | +123.5% | -107.6% | +9.5% |
| YTD | +24.6% | +117.4% | -92.7% | +17.5% |
| 1Y | +32.3% | +146.0% | -113.7% | +23.0% |
| 3Y | +85.9% | -61.9% | +147.8% | +80.0% |
| 5Y | +45.4% | -90.5% | +135.9% | +45.4% |
| All | +128.5% | -99.1% | +227.7% | +141.4% |
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