+49.2%
EWJ vs FCEL
-91.3%
+140.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.3% | -0.3% |
| 7D | -1.5% | +6.3% | -7.8% | -1.9% |
| 30D | +0.2% | -18.8% | +19.0% | +0.9% |
| 3M | +8.6% | -3.8% | +12.4% | +7.3% |
| 6M | +12.1% | +121.1% | -109.0% | +4.3% |
| YTD | +20.1% | +113.3% | -93.2% | +11.3% |
| 1Y | +25.2% | +173.5% | -148.3% | +13.1% |
| 3Y | +70.8% | -63.9% | +134.7% | +67.1% |
| 5Y | +49.2% | -90.7% | +139.9% | +54.6% |
| All | +49.2% | -91.3% | +140.5% | +54.6% |
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 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