+393.0%
EFA vs FCEL
-100.0%
+493.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +18.8% | -19.3% | -1.8% |
| 7D | +1.2% | +4.0% | -2.8% | +0.7% |
| 30D | -0.7% | -13.1% | +12.3% | -0.2% |
| 3M | +6.4% | +14.6% | -8.2% | +3.2% |
| 6M | +11.4% | +133.7% | -122.3% | +0.8% |
| YTD | +14.0% | +143.0% | -129.0% | +2.3% |
| 1Y | +20.2% | +320.9% | -300.6% | +2.1% |
| 3Y | +68.2% | -58.9% | +127.1% | +58.2% |
| 5Y | +54.8% | -89.7% | +144.5% | +53.7% |
| 10Y | +142.4% | -99.1% | +241.5% | +133.8% |
| All | +393.0% | -100.0% | +493.0% | +362.6% |
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