+32.2%
EEM vs FCEL
-97.2%
+129.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | +0.1% |
| 7D | +2.7% | -2.8% | +5.5% | +2.9% |
| 30D | -5.4% | -31.6% | +26.2% | -2.8% |
| 3M | -8.6% | -52.4% | +43.8% | -4.3% |
| 6M | -8.9% | -51.4% | +42.5% | -7.0% |
| YTD | +11.9% | +32.4% | -20.5% | +4.1% |
| 1Y | +13.1% | +37.5% | -24.4% | +4.3% |
| 3Y | +70.7% | -69.3% | +139.9% | +66.3% |
| All | +32.2% | -97.2% | +129.4% | +60.8% |
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 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