+746.2%
EEM vs FCEL
-100.0%
+846.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.5% |
| 3M | -8.6% | -52.4% | +43.8% | -3.6% |
| 6M | -8.9% | -51.4% | +42.5% | -6.9% |
| YTD | +11.9% | +32.4% | -20.5% | +2.5% |
| 1Y | +13.1% | +37.5% | -24.4% | +2.6% |
| 3Y | +70.7% | -69.3% | +139.9% | +62.0% |
| 5Y | +31.8% | -97.1% | +128.9% | +47.6% |
| 10Y | +119.5% | -99.1% | +218.7% | +107.7% |
| All | +746.2% | -100.0% | +846.2% | +854.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling