+137.1%
EOG vs FCEL
-99.1%
+236.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.3% | +2.0% |
| 7D | +7.6% | -2.8% | +10.4% | +7.7% |
| 30D | +3.4% | -31.6% | +35.0% | +4.7% |
| 3M | +12.7% | -52.4% | +65.1% | +15.4% |
| 6M | +19.0% | -51.4% | +70.4% | +19.3% |
| YTD | +55.6% | +32.4% | +23.1% | +46.9% |
| 1Y | +49.5% | +37.5% | +12.0% | +40.5% |
| 3Y | +43.2% | -69.3% | +112.4% | +37.9% |
| 5Y | +111.8% | -97.1% | +209.0% | +123.2% |
| All | +137.1% | -99.1% | +236.2% | +182.3% |
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