+854.3%
EEM vs FCEL
-99.9%
+954.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.7% |
| 7D | +2.3% | -15.8% | +18.1% | +3.7% |
| 30D | +4.5% | -29.3% | +33.8% | +7.3% |
| 3M | -0.1% | -30.1% | +30.1% | +0.6% |
| 6M | +16.9% | +74.4% | -57.5% | +6.1% |
| YTD | +26.2% | +104.5% | -78.3% | +12.2% |
| 1Y | +40.5% | +281.4% | -240.9% | +15.7% |
| 3Y | +86.2% | -66.1% | +152.3% | +76.1% |
| 5Y | +45.5% | -91.9% | +137.3% | +48.2% |
| 10Y | +128.6% | -99.2% | +227.9% | +127.6% |
| All | +854.3% | -99.9% | +954.2% | +944.8% |
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 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