+236.1%
EW vs FCEL
-99.1%
+335.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | -0.5% |
| 7D | +9.3% | -8.3% | +17.6% | +9.5% |
| 30D | +22.1% | -43.0% | +65.0% | +23.9% |
| 3M | +13.0% | -48.2% | +61.2% | +14.7% |
| 6M | +30.1% | -25.0% | +55.0% | +28.7% |
| YTD | +22.0% | +40.6% | -18.6% | +17.2% |
| 1Y | +23.7% | +36.0% | -12.3% | +18.7% |
| 3Y | +62.0% | -66.7% | +128.7% | +57.7% |
| 5Y | -12.4% | -96.7% | +84.2% | -9.7% |
| 10Y | +236.1% | -99.0% | +335.1% | +259.6% |
| All | +236.1% | -99.1% | +335.2% | +259.6% |
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