-29.4%
EW vs FCEL
-90.2%
+60.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +18.8% | -22.3% | -4.4% |
| 7D | -4.4% | +4.0% | -8.4% | -4.7% |
| 30D | -3.3% | -13.1% | +9.7% | -3.0% |
| 3M | +1.0% | +14.6% | -13.6% | -1.5% |
| 6M | +6.2% | +133.7% | -127.5% | -2.5% |
| YTD | +1.7% | +143.0% | -141.2% | -7.3% |
| 1Y | +8.1% | +320.9% | -312.7% | -7.2% |
| 3Y | +17.1% | -58.9% | +76.0% | +15.8% |
| 5Y | -29.4% | -89.7% | +60.3% | -24.3% |
| All | -29.4% | -90.2% | +60.8% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling