+277.4%
EMR vs FCEL
-99.1%
+376.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.7% | +5.5% | -0.9% |
| 7D | +0.9% | +15.1% | -14.2% | +0.1% |
| 30D | -5.0% | -16.4% | +11.5% | -4.4% |
| 3M | +5.9% | -5.3% | +11.2% | +4.7% |
| 6M | +7.3% | +124.5% | -117.2% | +0.3% |
| YTD | +14.6% | +126.7% | -112.1% | +6.6% |
| 1Y | +15.6% | +219.9% | -204.2% | +4.9% |
| 3Y | +60.2% | -61.6% | +121.8% | +54.0% |
| 5Y | +65.8% | -90.5% | +156.3% | +65.0% |
| 10Y | +277.4% | -99.1% | +376.5% | +300.7% |
| All | +277.4% | -99.1% | +376.5% | +300.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling