+18.1%
EW vs FCEL
+32.6%
-14.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -6.0% | +10.4% | +4.4% |
| 7D | +8.3% | -14.9% | +23.1% | +8.3% |
| 30D | +13.9% | -41.7% | +55.6% | +13.9% |
| 3M | +10.9% | -53.2% | +64.1% | +11.1% |
| 6M | +19.2% | -19.0% | +38.3% | +18.5% |
| YTD | +16.6% | +44.2% | -27.6% | +13.4% |
| 1Y | +18.1% | +42.4% | -24.3% | +14.8% |
| All | +18.1% | +32.6% | -14.5% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling