+280.4%
EMR vs FCEL
-99.1%
+379.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.3% |
| 7D | +2.8% | -2.8% | +5.7% | +3.0% |
| 30D | +3.7% | -31.6% | +35.3% | +5.4% |
| 3M | +2.0% | -52.4% | +54.4% | +5.1% |
| 6M | +22.1% | -51.4% | +73.5% | +23.4% |
| YTD | +27.2% | +32.4% | -5.2% | +21.0% |
| 1Y | +32.0% | +37.5% | -5.5% | +24.9% |
| 3Y | +103.3% | -69.3% | +172.5% | +97.3% |
| 5Y | +88.2% | -97.1% | +185.3% | +97.0% |
| All | +280.4% | -99.1% | +379.5% | +319.6% |
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 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