+125.6%
EW vs FCEL
-99.1%
+224.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.1% | -0.4% |
| 7D | -5.1% | +15.1% | -20.2% | -5.6% |
| 30D | -6.4% | -16.4% | +10.1% | -6.0% |
| 3M | -1.6% | -5.3% | +3.7% | -2.4% |
| 6M | +2.3% | +124.5% | -122.2% | -2.6% |
| YTD | +1.1% | +126.7% | -125.6% | -4.0% |
| 1Y | +8.0% | +219.9% | -211.9% | +0.4% |
| 3Y | +16.3% | -61.6% | +78.0% | +13.2% |
| 5Y | -29.4% | -90.5% | +61.1% | -29.1% |
| 10Y | +125.6% | -99.1% | +224.7% | +163.7% |
| All | +125.6% | -99.1% | +224.7% | +163.7% |
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