+64.8%
EFA vs FCEL
-62.7%
+127.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.9% |
| 7D | -1.5% | +6.3% | -7.8% | -1.8% |
| 30D | -1.7% | -26.7% | +25.0% | -0.7% |
| 3M | +3.5% | -10.2% | +13.7% | +2.8% |
| 6M | +9.5% | +123.5% | -114.0% | +3.6% |
| YTD | +12.9% | +117.4% | -104.5% | +6.5% |
| 1Y | +18.2% | +146.0% | -127.8% | +10.0% |
| 3Y | +64.8% | -61.9% | +126.7% | +62.2% |
| All | +64.8% | -62.7% | +127.5% | +62.2% |
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 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