+46.6%
EEM vs FCEL
-90.4%
+136.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.2% | 0.0% |
| 7D | +2.0% | +15.1% | -13.1% | +0.8% |
| 30D | +5.1% | -16.4% | +21.5% | +6.0% |
| 3M | +4.6% | -5.3% | +9.8% | +3.0% |
| 6M | +17.8% | +124.5% | -106.8% | +6.6% |
| YTD | +25.8% | +126.7% | -100.9% | +13.2% |
| 1Y | +36.4% | +219.9% | -183.5% | +17.4% |
| 3Y | +90.0% | -61.6% | +151.6% | +83.7% |
| 5Y | +46.6% | -90.5% | +137.1% | +53.7% |
| All | +46.6% | -90.4% | +136.9% | +53.7% |
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