+87.7%
EEM vs FCEL
-61.1%
+148.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.2% | -0.1% |
| 7D | +2.0% | +15.1% | -13.1% | +1.0% |
| 30D | +5.1% | -16.4% | +21.5% | +5.8% |
| 3M | +4.6% | -5.3% | +9.8% | +3.5% |
| 6M | +17.8% | +124.5% | -106.8% | +9.7% |
| YTD | +25.8% | +126.7% | -100.9% | +16.7% |
| 1Y | +36.4% | +219.9% | -183.5% | +22.8% |
| All | +87.7% | -61.1% | +148.8% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling