+62.0%
EW vs FCEL
-68.6%
+130.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.6% | -6.1% | +2.5% |
| 7D | +12.3% | +3.0% | +9.2% | +12.2% |
| 30D | +22.9% | -40.0% | +62.9% | +23.0% |
| 3M | +16.7% | -47.0% | +63.7% | +16.9% |
| 6M | +31.0% | -21.0% | +52.0% | +30.5% |
| YTD | +22.8% | +48.0% | -25.2% | +21.6% |
| 1Y | +25.6% | +43.9% | -18.3% | +24.2% |
| 3Y | +62.0% | -67.5% | +129.5% | +61.7% |
| All | +62.0% | -68.6% | +130.6% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling