+52.4%
EFA vs FCEL
-91.3%
+143.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.1% | -0.5% |
| 7D | -2.4% | +6.3% | -8.6% | -2.8% |
| 30D | -2.2% | -18.8% | +16.6% | -1.5% |
| 3M | +5.7% | -3.8% | +9.5% | +4.1% |
| 6M | +8.2% | +121.1% | -113.0% | -0.4% |
| YTD | +11.8% | +113.3% | -101.5% | +2.5% |
| 1Y | +18.3% | +173.5% | -155.2% | +5.3% |
| 3Y | +64.9% | -63.9% | +128.8% | +61.3% |
| 5Y | +52.4% | -90.7% | +143.1% | +59.1% |
| All | +52.4% | -91.3% | +143.7% | +59.1% |
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