+141.9%
EWJ vs FCEL
-99.1%
+241.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.1% |
| 7D | +0.3% | +6.3% | -6.0% | 0.0% |
| 30D | +0.8% | -26.7% | +27.5% | +1.6% |
| 3M | +7.5% | -10.2% | +17.7% | +7.0% |
| 6M | +15.6% | +123.5% | -107.9% | +10.9% |
| YTD | +22.7% | +117.4% | -94.6% | +17.6% |
| 1Y | +26.4% | +146.0% | -119.6% | +20.0% |
| 3Y | +72.5% | -61.9% | +134.4% | +68.4% |
| 5Y | +52.4% | -90.5% | +143.0% | +52.1% |
| All | +141.9% | -99.1% | +241.0% | +147.0% |
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