+154.7%
EWJ vs FCEL
-99.8%
+254.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +18.8% | -19.1% | -1.4% |
| 7D | +2.9% | +4.0% | -1.1% | +2.5% |
| 30D | +1.1% | -13.1% | +14.2% | +1.6% |
| 3M | +7.1% | +14.6% | -7.5% | +4.6% |
| 6M | +16.2% | +133.7% | -117.5% | +7.2% |
| YTD | +22.0% | +143.0% | -121.0% | +11.7% |
| 1Y | +26.2% | +320.9% | -294.6% | +10.6% |
| 3Y | +73.5% | -58.9% | +132.3% | +65.1% |
| 5Y | +52.7% | -89.7% | +142.3% | +51.8% |
| 10Y | +138.5% | -99.1% | +237.6% | +125.3% |
| All | +154.7% | -99.8% | +254.5% | +108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling