+271.2%
EW vs FCEL
-99.1%
+370.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.6% | +6.8% | +1.4% |
| 7D | +4.9% | -2.8% | +7.7% | +5.0% |
| 30D | +23.9% | -31.6% | +55.6% | +25.2% |
| 3M | +15.8% | -52.4% | +68.2% | +17.8% |
| 6M | +31.7% | -51.4% | +83.1% | +32.2% |
| YTD | +25.7% | +32.4% | -6.7% | +21.0% |
| 1Y | +24.4% | +37.5% | -13.1% | +19.4% |
| 3Y | +65.9% | -69.3% | +135.1% | +61.9% |
| 5Y | -7.6% | -97.1% | +89.5% | -4.4% |
| All | +271.2% | -99.1% | +370.4% | +311.2% |
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